+23.3%
BTDR vs CRS
+1,164.5%
-1,141.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +14.8% | -0.5% | +15.4% | +15.0% |
| 30D | +41.8% | -18.1% | +59.9% | +52.1% |
| 3M | -29.2% | -12.4% | -16.7% | -25.4% |
| 6M | +66.2% | +15.9% | +50.2% | +60.0% |
| YTD | +10.0% | +45.8% | -35.8% | -2.1% |
| 1Y | -11.0% | +87.8% | -98.7% | -27.4% |
| 3Y | +6.9% | +648.7% | -641.8% | -28.0% |
| 5Y | +24.7% | +1,416.6% | -1,392.0% | -16.3% |
| All | +23.3% | +1,164.5% | -1,141.2% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling