+21.7%
BTDR vs CPB
-41.0%
+62.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.6% | +2.9% |
| 7D | +22.4% | -8.2% | +30.6% | +19.3% |
| 30D | +16.5% | -5.6% | +22.0% | +14.3% |
| 3M | -31.5% | +3.0% | -34.4% | -30.4% |
| 6M | +74.0% | -12.7% | +86.8% | +68.6% |
| YTD | +13.0% | -18.0% | +31.0% | +8.0% |
| 1Y | -0.2% | -31.7% | +31.5% | -9.3% |
| All | +21.7% | -41.0% | +62.7% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling