-29.7%
BTDR vs CNH
0.0%
-29.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.9% | +7.8% | +8.9% |
| 7D | +7.7% | +6.7% | +1.0% | +5.5% |
| 30D | -24.1% | +7.2% | -31.3% | -26.0% |
| 3M | -19.1% | +17.5% | -36.6% | -24.3% |
| 6M | -46.6% | +15.0% | -61.6% | -49.9% |
| YTD | -37.3% | +36.8% | -74.1% | -45.1% |
| 1Y | -53.2% | +27.6% | -80.8% | -58.1% |
| 3Y | +77.1% | +34.3% | +42.8% | +64.4% |
| 5Y | -29.7% | -12.2% | -17.5% | -33.8% |
| All | -29.7% | 0.0% | -29.7% | -33.3% |
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