+23.3%
BTDR vs CNH
+11.3%
+12.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.5% |
| 7D | +14.8% | +1.8% | +13.0% | +13.9% |
| 30D | +41.8% | +32.6% | +9.2% | +26.7% |
| 3M | -29.2% | +29.4% | -58.6% | -36.2% |
| 6M | +66.2% | +26.0% | +40.2% | +50.5% |
| YTD | +10.0% | +52.2% | -42.2% | -7.6% |
| 1Y | -11.0% | +23.9% | -34.8% | -19.7% |
| 3Y | +6.9% | +10.1% | -3.2% | -3.1% |
| 5Y | +24.7% | +13.2% | +11.5% | +13.6% |
| All | +23.3% | +11.3% | +12.0% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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