-41.6%
CAG vs BTDR
+23.3%
-64.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -1.0% |
| 7D | -6.6% | +14.8% | -21.4% | -6.5% |
| 30D | +2.3% | +41.8% | -39.5% | +2.6% |
| 3M | +16.3% | -29.2% | +45.5% | +16.2% |
| 6M | -16.0% | +66.2% | -82.2% | -15.7% |
| YTD | -7.7% | +10.0% | -17.7% | -7.5% |
| 1Y | -16.0% | -11.0% | -5.1% | -15.9% |
| 3Y | -37.7% | +6.9% | -44.6% | -37.7% |
| 5Y | -41.2% | +24.7% | -65.9% | -40.1% |
| All | -41.6% | +23.3% | -64.9% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling