+31.3%
CCL vs BTDR
-38.7%
+70.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -12.8% | +8.4% | -3.1% |
| 7D | -0.3% | +15.4% | -15.8% | -1.9% |
| 30D | +10.3% | -33.4% | +43.8% | +14.1% |
| 3M | +6.6% | -32.0% | +38.6% | +9.2% |
| 6M | +20.0% | -52.2% | +72.2% | +25.6% |
| YTD | -1.9% | -45.3% | +43.4% | +0.2% |
| 1Y | +10.4% | -56.0% | +66.5% | +14.4% |
| 3Y | +134.8% | +54.4% | +80.4% | +106.1% |
| 5Y | +34.0% | -38.5% | +72.5% | +9.9% |
| All | +31.3% | -38.7% | +70.0% | +7.4% |
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