+26.7%
BTDR vs CLBK
+46.4%
-19.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.6% |
| 7D | +22.4% | +1.1% | +21.3% | +21.8% |
| 30D | +16.5% | +7.8% | +8.7% | +12.4% |
| 3M | -31.5% | +23.9% | -55.3% | -38.4% |
| 6M | +74.0% | +42.3% | +31.7% | +46.4% |
| YTD | +13.0% | +65.4% | -52.4% | -11.7% |
| 1Y | -0.2% | +70.3% | -70.6% | -23.8% |
| 3Y | +9.9% | +54.5% | -44.6% | -10.0% |
| 5Y | +28.1% | +43.1% | -15.0% | +4.9% |
| All | +26.7% | +46.4% | -19.7% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling