+87.3%
BTDR vs CP
+30.2%
+57.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.9% | +8.4% |
| 7D | +7.1% | +2.8% | +4.4% | +4.7% |
| 30D | -31.4% | +11.3% | -42.7% | -37.6% |
| 3M | -39.2% | +2.9% | -42.1% | -40.8% |
| 6M | -50.9% | +9.8% | -60.7% | -55.6% |
| YTD | -41.0% | +28.5% | -69.6% | -54.7% |
| 1Y | -69.9% | +33.5% | -103.4% | -77.8% |
| 3Y | +87.3% | +31.9% | +55.3% | +37.5% |
| All | +87.3% | +30.2% | +57.0% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling