+15.3%
BTDR vs CRL
-30.4%
+45.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.9% | -4.6% | -5.7% |
| 7D | -3.2% | -6.9% | +3.7% | -0.5% |
| 30D | +32.7% | -3.2% | +35.9% | +34.7% |
| 3M | -28.4% | +46.5% | -74.9% | -39.4% |
| 6M | +51.7% | +63.1% | -11.4% | +23.1% |
| YTD | +2.9% | +36.9% | -34.0% | -11.2% |
| 1Y | -15.5% | +78.1% | -93.6% | -34.6% |
| 3Y | 0.0% | +36.7% | -36.7% | -17.1% |
| 5Y | +16.5% | -38.1% | +54.5% | -5.0% |
| All | +15.3% | -30.4% | +45.7% | -3.8% |
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