+16.5%
BTDR vs CPB
-40.6%
+57.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.3% | -2.2% | -7.5% |
| 7D | -3.2% | -5.4% | +2.2% | -4.4% |
| 30D | +32.7% | -7.8% | +40.5% | +30.4% |
| 3M | -28.4% | -6.9% | -21.5% | -29.1% |
| 6M | +51.7% | -12.2% | +63.9% | +48.7% |
| YTD | +2.9% | -21.1% | +23.9% | -0.8% |
| 1Y | -15.5% | -33.5% | +18.0% | -20.7% |
| 3Y | 0.0% | -43.2% | +43.2% | -9.8% |
| 5Y | +16.5% | -40.9% | +57.3% | +7.0% |
| All | +16.5% | -40.6% | +57.1% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling