-43.6%
CAG vs BTDR
+19.6%
-63.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.6% |
| 7D | -5.7% | -3.4% | -2.3% | -5.7% |
| 30D | -2.4% | +32.6% | -35.0% | -2.2% |
| 3M | +9.8% | -32.2% | +42.0% | +9.6% |
| 6M | -10.8% | +52.4% | -63.2% | -10.6% |
| YTD | -10.8% | +6.7% | -17.5% | -10.7% |
| 1Y | -19.0% | -15.2% | -3.7% | -18.8% |
| 3Y | -39.7% | +14.9% | -54.6% | -39.7% |
| 5Y | -43.0% | +20.8% | -63.8% | -41.9% |
| All | -43.6% | +19.6% | -63.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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