+23.8%
BTDR vs CNH
+15.3%
+8.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.0% | -0.1% | +2.4% |
| 7D | +20.0% | +23.3% | -3.3% | +10.4% |
| 30D | +11.9% | +33.5% | -21.5% | +0.2% |
| 3M | -36.9% | +32.7% | -69.7% | -43.7% |
| 6M | +56.5% | +22.2% | +34.3% | +43.4% |
| YTD | +10.4% | +57.7% | -47.3% | -8.3% |
| 1Y | +3.1% | +28.0% | -24.9% | -8.0% |
| 3Y | -2.6% | +11.5% | -14.1% | -12.7% |
| 5Y | +25.2% | +11.9% | +13.3% | +12.0% |
| All | +23.8% | +15.3% | +8.5% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling