+139.3%
CB vs BTDR
-29.7%
+169.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.7% | -9.3% | +0.5% |
| 7D | -1.0% | +7.7% | -8.7% | -0.9% |
| 30D | +7.3% | -24.1% | +31.4% | +7.1% |
| 3M | +7.0% | -19.1% | +26.1% | +6.9% |
| 6M | +16.3% | -46.6% | +63.0% | +16.0% |
| YTD | +19.7% | -37.3% | +57.0% | +19.5% |
| 1Y | +27.8% | -53.2% | +81.0% | +27.4% |
| 3Y | +72.0% | +77.1% | -5.1% | +70.6% |
| 5Y | +104.9% | -29.7% | +134.6% | +103.5% |
| All | +139.3% | -29.7% | +169.0% | +137.7% |
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