+86.5%
BTDR vs CNH
+35.8%
+50.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.9% | +7.8% | +8.5% |
| 7D | +7.7% | +6.7% | +1.0% | +4.2% |
| 30D | -24.1% | +7.2% | -31.3% | -27.2% |
| 3M | -19.1% | +17.5% | -36.6% | -27.9% |
| 6M | -46.6% | +15.0% | -61.6% | -52.3% |
| YTD | -37.3% | +36.8% | -74.1% | -51.5% |
| 1Y | -53.2% | +27.6% | -80.8% | -62.2% |
| All | +86.5% | +35.8% | +50.6% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling