-44.0%
BTDR vs CPB
-37.0%
-7.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +3.1% | -11.8% | -7.7% |
| 7D | -6.9% | -1.6% | -5.3% | -7.2% |
| 30D | -31.5% | +19.2% | -50.7% | -27.8% |
| 3M | -36.1% | -1.0% | -35.1% | -35.2% |
| 6M | -57.6% | +15.2% | -72.9% | -55.6% |
| YTD | -50.0% | -13.1% | -37.0% | -50.0% |
| 1Y | -49.6% | -22.4% | -27.2% | -50.7% |
| 3Y | +48.5% | -35.3% | +83.9% | +38.5% |
| 5Y | -43.8% | -33.0% | -10.8% | -46.6% |
| All | -44.0% | -37.0% | -7.0% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling