+36.2%
CI vs BTDR
+19.6%
+16.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | 0.0% |
| 7D | -0.1% | -3.4% | +3.3% | -0.1% |
| 30D | +1.8% | +32.6% | -30.8% | +2.0% |
| 3M | -4.2% | -32.2% | +28.0% | -4.4% |
| 6M | +8.8% | +52.4% | -43.5% | +9.3% |
| YTD | +3.7% | +6.7% | -3.0% | +4.0% |
| 1Y | -6.1% | -15.2% | +9.1% | -5.9% |
| 3Y | +4.5% | +14.9% | -10.4% | +6.6% |
| 5Y | +50.5% | +20.8% | +29.7% | +50.3% |
| All | +36.2% | +19.6% | +16.6% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling