-69.4%
BTDR vs CP
+35.2%
-104.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.1% | -6.5% |
| 7D | -17.6% | +5.6% | -23.1% | -18.8% |
| 30D | -40.3% | +10.0% | -50.3% | -42.2% |
| 3M | -42.6% | +4.4% | -47.0% | -43.0% |
| 6M | -46.3% | +14.1% | -60.4% | -49.9% |
| YTD | -41.7% | +29.1% | -70.8% | -50.5% |
| 1Y | -69.4% | +34.6% | -104.0% | -76.0% |
| All | -69.4% | +35.2% | -104.6% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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