+24.7%
BTDR vs CRL
-37.6%
+62.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | +14.8% | -4.6% | +19.4% | +16.9% |
| 30D | +41.8% | +0.5% | +41.3% | +41.8% |
| 3M | -29.2% | +46.6% | -75.8% | -40.1% |
| 6M | +66.2% | +57.3% | +8.9% | +36.3% |
| YTD | +10.0% | +39.5% | -29.5% | -5.9% |
| 1Y | -11.0% | +76.9% | -87.8% | -31.1% |
| 3Y | +6.9% | +39.4% | -32.4% | -12.1% |
| 5Y | +24.7% | -37.2% | +61.8% | +1.3% |
| All | +24.7% | -37.6% | +62.3% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling