+6.7%
BTDR vs CP
+19.6%
-12.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.7% |
| 7D | +20.0% | -2.7% | +22.6% | +22.7% |
| 30D | +11.9% | +0.2% | +11.8% | +12.3% |
| 3M | -36.9% | +2.6% | -39.5% | -39.0% |
| 6M | +56.5% | +6.0% | +50.5% | +46.9% |
| YTD | +10.4% | +24.9% | -14.5% | -12.1% |
| 1Y | +3.1% | +20.1% | -17.0% | -14.9% |
| All | +6.7% | +19.6% | -12.9% | -20.9% |
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 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