+19.6%
BTDR vs CLBK
+45.1%
-25.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | -3.4% | -1.5% | -1.9% | -2.7% |
| 30D | +32.6% | -1.0% | +33.6% | +33.4% |
| 3M | -32.2% | +22.9% | -55.2% | -38.8% |
| 6M | +52.4% | +44.2% | +8.2% | +27.4% |
| YTD | +6.7% | +64.0% | -57.3% | -16.3% |
| 1Y | -15.2% | +65.7% | -80.9% | -34.4% |
| 3Y | +14.9% | +54.1% | -39.2% | -5.5% |
| 5Y | +20.8% | +44.7% | -23.9% | -0.5% |
| All | +19.6% | +45.1% | -25.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling