+138.5%
CB vs BTDR
-35.9%
+174.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.5% |
| 7D | +0.7% | -7.4% | +8.1% | +0.7% |
| 30D | +8.2% | -33.4% | +41.6% | +7.8% |
| 3M | +6.3% | -26.3% | +32.6% | +6.1% |
| 6M | +16.2% | -52.4% | +68.6% | +15.6% |
| YTD | +19.3% | -42.8% | +62.2% | +18.9% |
| 1Y | +29.2% | -63.7% | +92.9% | +28.6% |
| 3Y | +71.4% | +61.5% | +10.0% | +69.8% |
| 5Y | +104.2% | -35.6% | +139.9% | +102.7% |
| All | +138.5% | -35.9% | +174.4% | +136.6% |
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