+14.9%
BTDR vs CNI
+19.7%
-4.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.0% |
| 7D | -3.4% | -0.4% | -3.0% | -3.0% |
| 30D | +32.6% | -2.7% | +35.3% | +36.0% |
| 3M | -32.2% | +3.9% | -36.2% | -35.5% |
| 6M | +52.4% | +16.4% | +36.0% | +29.5% |
| YTD | +6.7% | +25.8% | -19.1% | -17.8% |
| 1Y | -15.2% | +32.4% | -47.6% | -38.6% |
| 3Y | +14.9% | +19.1% | -4.2% | -12.7% |
| All | +14.9% | +19.7% | -4.9% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling