+97.4%
CB vs BTDR
+28.1%
+69.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.8% | -1.4% |
| 7D | -0.6% | +22.4% | -23.0% | -0.4% |
| 30D | -3.9% | +16.5% | -20.4% | -3.7% |
| 3M | +4.9% | -31.5% | +36.4% | +4.9% |
| 6M | +3.3% | +74.0% | -70.8% | +3.7% |
| YTD | +8.5% | +13.0% | -4.5% | +8.8% |
| 1Y | +22.1% | -0.2% | +22.3% | +22.2% |
| 3Y | +70.1% | +9.9% | +60.2% | +70.4% |
| 5Y | +97.4% | +28.1% | +69.3% | +95.3% |
| All | +97.4% | +28.1% | +69.3% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling