+169.3%
CDE vs BTDR
+15.3%
+154.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.3% | -2.3% |
| 7D | -6.1% | -3.2% | -2.9% | -5.7% |
| 30D | +9.5% | +32.7% | -23.2% | +5.2% |
| 3M | +32.0% | -28.4% | +60.4% | +35.9% |
| 6M | -12.8% | +51.7% | -64.5% | -18.6% |
| YTD | +14.2% | +2.9% | +11.4% | +11.0% |
| 1Y | +36.3% | -15.5% | +51.8% | +33.3% |
| 3Y | +821.4% | 0.0% | +821.4% | +696.9% |
| 5Y | +194.3% | +16.5% | +177.8% | +141.7% |
| All | +169.3% | +15.3% | +154.0% | +117.8% |
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