+19.6%
BTDR vs CRS
+1,122.4%
-1,102.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.9% | +4.1% |
| 7D | -3.4% | -6.8% | +3.4% | -0.9% |
| 30D | +32.6% | -16.1% | +48.7% | +41.2% |
| 3M | -32.2% | -21.2% | -11.1% | -25.9% |
| 6M | +52.4% | +8.7% | +43.7% | +49.9% |
| YTD | +6.7% | +41.0% | -34.3% | -3.9% |
| 1Y | -15.2% | +82.7% | -97.9% | -30.1% |
| 3Y | +14.9% | +604.8% | -589.9% | -21.6% |
| 5Y | +20.8% | +1,384.7% | -1,363.9% | -17.8% |
| All | +19.6% | +1,122.4% | -1,102.8% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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