-29.7%
BTDR vs CP
+34.9%
-64.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +9.7% |
| 7D | +7.7% | -0.7% | +8.3% | +8.0% |
| 30D | -24.1% | +9.6% | -33.7% | -27.1% |
| 3M | -19.1% | +2.2% | -21.3% | -20.0% |
| 6M | -46.6% | +11.1% | -57.7% | -49.3% |
| YTD | -37.3% | +28.2% | -65.5% | -44.1% |
| 1Y | -53.2% | +32.2% | -85.4% | -58.8% |
| 3Y | +77.1% | +35.5% | +41.6% | +61.0% |
| 5Y | -29.7% | +26.8% | -56.5% | -36.3% |
| All | -29.7% | +34.9% | -64.6% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling