-38.7%
BTDR vs CP
+36.1%
-74.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.9% | -13.7% | -13.1% |
| 7D | +15.4% | +0.9% | +14.5% | +15.0% |
| 30D | -33.4% | +10.3% | -43.8% | -36.2% |
| 3M | -32.0% | +2.3% | -34.3% | -32.8% |
| 6M | -52.2% | +10.7% | -62.9% | -54.6% |
| YTD | -45.3% | +29.3% | -74.6% | -51.5% |
| 1Y | -56.0% | +31.5% | -87.5% | -61.2% |
| 3Y | +54.4% | +36.7% | +17.7% | +39.9% |
| 5Y | -38.5% | +26.8% | -65.3% | -44.5% |
| All | -38.7% | +36.1% | -74.8% | -44.7% |
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