+338.5%
CAH vs BTDR
+19.6%
+318.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.6% |
| 7D | -5.1% | -3.4% | -1.7% | -5.1% |
| 30D | +0.2% | +32.6% | -32.4% | +0.2% |
| 3M | +6.3% | -32.2% | +38.5% | +6.3% |
| 6M | +9.4% | +52.4% | -43.0% | +9.4% |
| YTD | +15.0% | +6.7% | +8.3% | +15.0% |
| 1Y | +55.4% | -15.2% | +70.7% | +55.3% |
| 3Y | +173.8% | +14.9% | +158.9% | +174.0% |
| 5Y | +395.2% | +20.8% | +374.4% | +390.5% |
| All | +338.5% | +19.6% | +318.9% | +332.1% |
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