+28.1%
BTDR vs CP
+34.0%
-5.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.6% |
| 7D | +22.4% | +2.4% | +20.0% | +21.3% |
| 30D | +16.5% | -0.5% | +17.0% | +17.0% |
| 3M | -31.5% | +1.4% | -32.9% | -32.2% |
| 6M | +74.0% | +10.3% | +63.7% | +65.9% |
| YTD | +13.0% | +24.3% | -11.3% | +1.9% |
| 1Y | -0.2% | +20.4% | -20.7% | -8.9% |
| 3Y | +9.9% | +21.8% | -11.9% | +0.9% |
| 5Y | +28.1% | +31.5% | -3.4% | +17.7% |
| All | +28.1% | +34.0% | -5.9% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling