-49.6%
BTDR vs CP
+32.1%
-81.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +9.7% |
| 7D | +7.7% | -0.7% | +8.3% | +7.8% |
| 30D | -24.1% | +9.6% | -33.7% | -26.6% |
| 3M | -19.1% | +2.2% | -21.3% | -19.3% |
| 6M | -46.6% | +11.1% | -57.7% | -49.8% |
| YTD | -37.3% | +28.2% | -65.5% | -46.8% |
| All | -49.6% | +32.1% | -81.7% | -58.3% |
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