+23.3%
BTDR vs CP
+29.3%
-6.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | +14.8% | +0.6% | +14.2% | +14.6% |
| 30D | +41.8% | -0.5% | +42.3% | +42.3% |
| 3M | -29.2% | +0.1% | -29.3% | -29.5% |
| 6M | +66.2% | +7.8% | +58.4% | +60.2% |
| YTD | +10.0% | +22.9% | -12.9% | 0.0% |
| 1Y | -11.0% | +21.3% | -32.3% | -18.6% |
| 3Y | +6.9% | +20.4% | -13.4% | -1.0% |
| 5Y | +24.7% | +34.9% | -10.3% | +15.9% |
| All | +23.3% | +29.3% | -6.0% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling