+120.1%
CB vs BTDR
+23.8%
+96.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.9% | -1.9% |
| 7D | +0.5% | +20.0% | -19.5% | +0.7% |
| 30D | -3.1% | +11.9% | -15.0% | -2.9% |
| 3M | +9.0% | -36.9% | +45.9% | +8.9% |
| 6M | +2.9% | +56.5% | -53.7% | +3.3% |
| YTD | +10.1% | +10.4% | -0.3% | +10.4% |
| 1Y | +22.8% | +3.1% | +19.7% | +23.0% |
| 3Y | +73.8% | -2.6% | +76.4% | +74.3% |
| 5Y | +99.2% | +25.2% | +74.0% | +99.0% |
| All | +120.1% | +23.8% | +96.3% | +119.7% |
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