+21.7%
BTDR vs CRL
+39.9%
-18.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +3.9% |
| 7D | +22.4% | -0.6% | +23.0% | +22.7% |
| 30D | +16.5% | +5.0% | +11.5% | +12.9% |
| 3M | -31.5% | +50.6% | -82.1% | -47.8% |
| 6M | +74.0% | +60.9% | +13.1% | +26.7% |
| YTD | +13.0% | +40.7% | -27.7% | -11.4% |
| 1Y | -0.2% | +73.3% | -73.5% | -33.0% |
| All | +21.7% | +39.9% | -18.1% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling