+349.6%
CAH vs BTDR
+26.7%
+322.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.0% | -2.7% |
| 7D | +0.5% | +22.4% | -21.9% | +0.5% |
| 30D | +1.7% | +16.5% | -14.7% | +1.8% |
| 3M | +17.9% | -31.5% | +49.3% | +17.9% |
| 6M | +10.9% | +74.0% | -63.1% | +11.0% |
| YTD | +17.9% | +13.0% | +4.8% | +17.9% |
| 1Y | +61.7% | -0.2% | +61.9% | +61.5% |
| 3Y | +183.7% | +9.9% | +173.9% | +184.4% |
| 5Y | +401.3% | +28.1% | +373.2% | +396.8% |
| All | +349.6% | +26.7% | +322.9% | +343.0% |
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