+23.8%
BTDR vs CRL
-26.4%
+50.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +4.6% |
| 7D | +20.0% | -1.0% | +21.0% | +20.5% |
| 30D | +11.9% | +10.7% | +1.3% | +7.4% |
| 3M | -36.9% | +55.3% | -92.2% | -47.8% |
| 6M | +56.5% | +60.7% | -4.1% | +27.6% |
| YTD | +10.4% | +44.6% | -34.2% | -6.7% |
| 1Y | +3.1% | +77.7% | -74.7% | -20.3% |
| 3Y | -2.6% | +37.6% | -40.2% | -20.8% |
| 5Y | +25.2% | -35.8% | +61.0% | -0.5% |
| All | +23.8% | -26.4% | +50.2% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling