-49.6%
BTDR vs CRL
+99.6%
-149.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.8% | -8.2% |
| 7D | -6.9% | +0.1% | -7.0% | -6.8% |
| 30D | -31.5% | +11.9% | -43.5% | -33.8% |
| 3M | -36.1% | +20.2% | -56.2% | -40.0% |
| 6M | -57.6% | +107.5% | -165.2% | -70.3% |
| YTD | -50.0% | +69.4% | -119.5% | -62.6% |
| 1Y | -49.6% | +99.7% | -149.3% | -64.4% |
| All | -49.6% | +99.6% | -149.2% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling