+134.9%
CB vs BTDR
-33.9%
+168.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.9% | -10.3% | -0.3% |
| 7D | -1.5% | +7.1% | -8.6% | -1.4% |
| 30D | +6.5% | -31.4% | +37.9% | +6.2% |
| 3M | +4.1% | -39.2% | +43.3% | +3.7% |
| 6M | +14.4% | -50.9% | +65.3% | +13.9% |
| YTD | +17.5% | -41.0% | +58.5% | +17.2% |
| 1Y | +27.5% | -69.9% | +97.5% | +26.9% |
| 3Y | +71.6% | +87.3% | -15.7% | +69.9% |
| 5Y | +100.6% | -33.6% | +134.3% | +99.2% |
| All | +134.9% | -33.9% | +168.8% | +133.1% |
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 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