-1.8%
CARR vs BTDR
-69.9%
+68.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +1.0% |
| 7D | -0.7% | -17.6% | +16.9% | +1.0% |
| 30D | +0.3% | -40.3% | +40.6% | +4.8% |
| 3M | -14.9% | -42.6% | +27.7% | -11.4% |
| 6M | -14.9% | -46.3% | +31.4% | -12.0% |
| YTD | +7.0% | -41.7% | +48.8% | +8.1% |
| 1Y | -1.8% | -69.4% | +67.6% | +2.8% |
| All | -1.8% | -69.9% | +68.1% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling