+19.6%
BTDR vs CPB
-42.6%
+62.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.8% |
| 7D | -3.4% | -1.8% | -1.6% | -3.8% |
| 30D | +32.6% | -7.1% | +39.7% | +30.6% |
| 3M | -32.2% | -6.0% | -26.2% | -32.8% |
| 6M | +52.4% | -5.3% | +57.6% | +51.5% |
| YTD | +6.7% | -20.8% | +27.5% | +3.0% |
| 1Y | -15.2% | -33.8% | +18.6% | -20.4% |
| 3Y | +14.9% | -43.7% | +58.6% | +3.9% |
| 5Y | +20.8% | -40.7% | +61.5% | +10.8% |
| All | +19.6% | -42.6% | +62.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling