+3.9%
CI vs BTDR
+8.5%
-4.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.2% | -1.8% |
| 7D | -2.0% | +22.4% | -24.4% | -1.7% |
| 30D | -1.8% | +16.5% | -18.3% | -1.6% |
| 3M | -4.2% | -31.5% | +27.2% | -4.5% |
| 6M | +2.7% | +74.0% | -71.3% | +3.6% |
| YTD | +1.9% | +13.0% | -11.1% | +2.4% |
| 1Y | -6.3% | -0.2% | -6.0% | -5.5% |
| 3Y | +3.9% | +9.9% | -6.0% | +9.0% |
| All | +3.9% | +8.5% | -4.6% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling