+117.5%
CB vs BTDR
+23.3%
+94.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.3% |
| 7D | -0.5% | +14.8% | -15.3% | -0.4% |
| 30D | -3.1% | +41.8% | -44.9% | -2.7% |
| 3M | +4.2% | -29.2% | +33.3% | +4.2% |
| 6M | +4.7% | +66.2% | -61.5% | +5.2% |
| YTD | +8.8% | +10.0% | -1.2% | +9.1% |
| 1Y | +22.6% | -11.0% | +33.6% | +22.8% |
| 3Y | +70.6% | +6.9% | +63.7% | +70.9% |
| 5Y | +99.4% | +24.7% | +74.8% | +99.3% |
| All | +117.5% | +23.3% | +94.2% | +117.1% |
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