-69.4%
BTDR vs CNI
+37.5%
-106.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -5.7% |
| 7D | -17.6% | +3.7% | -21.3% | -17.7% |
| 30D | -40.3% | +8.1% | -48.3% | -40.6% |
| 3M | -42.6% | +1.9% | -44.5% | -42.6% |
| 6M | -46.3% | +19.2% | -65.5% | -48.9% |
| YTD | -41.7% | +32.7% | -74.5% | -46.5% |
| 1Y | -69.4% | +37.0% | -106.4% | -72.5% |
| All | -69.4% | +37.5% | -106.9% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling