-44.0%
BTDR vs CRL
-13.8%
-30.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.8% | -8.3% |
| 7D | -6.9% | +0.1% | -7.0% | -6.8% |
| 30D | -31.5% | +11.9% | -43.5% | -33.7% |
| 3M | -36.1% | +20.2% | -56.2% | -39.9% |
| 6M | -57.6% | +107.5% | -165.2% | -68.4% |
| YTD | -50.0% | +69.4% | -119.5% | -60.0% |
| 1Y | -49.6% | +99.7% | -149.3% | -62.2% |
| 3Y | +48.5% | +98.8% | -50.2% | +13.8% |
| 5Y | -43.8% | -12.4% | -31.4% | -57.4% |
| All | -44.0% | -13.8% | -30.2% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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