+9.9%
BTDR vs CNH
+7.5%
+2.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.6% | +7.9% | +5.7% |
| 7D | +22.4% | +8.8% | +13.6% | +15.8% |
| 30D | +16.5% | +24.7% | -8.2% | +1.3% |
| 3M | -31.5% | +27.3% | -58.8% | -41.8% |
| 6M | +74.0% | +23.2% | +50.9% | +49.6% |
| YTD | +13.0% | +48.9% | -35.9% | -16.0% |
| 1Y | -0.2% | +19.4% | -19.6% | -14.1% |
| 3Y | +9.9% | +7.8% | +2.1% | -19.6% |
| All | +9.9% | +7.5% | +2.4% | -19.6% |
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