-49.6%
BTDR vs CPB
-22.0%
-27.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +3.2% | -11.8% | -7.1% |
| 7D | -6.9% | -1.6% | -5.3% | -7.4% |
| 30D | -31.5% | +19.2% | -50.8% | -25.7% |
| 3M | -36.1% | -0.9% | -35.1% | -34.5% |
| 6M | -57.6% | +15.2% | -72.9% | -55.5% |
| YTD | -50.0% | -13.1% | -37.0% | -49.2% |
| 1Y | -49.6% | -22.4% | -27.2% | -52.2% |
| All | -49.6% | -22.0% | -27.6% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling