+23.8%
BTDR vs CP
+31.5%
-7.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +20.0% | -2.7% | +22.6% | +21.3% |
| 30D | +11.9% | +0.2% | +11.8% | +12.2% |
| 3M | -36.9% | +2.6% | -39.5% | -37.9% |
| 6M | +56.5% | +6.0% | +50.5% | +52.0% |
| YTD | +10.4% | +24.9% | -14.5% | -0.3% |
| 1Y | +3.1% | +20.1% | -17.0% | -5.4% |
| 3Y | -2.6% | +16.4% | -19.0% | -10.6% |
| 5Y | +25.2% | +31.7% | -6.6% | +15.2% |
| All | +23.8% | +31.5% | -7.7% | +13.6% |
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