+36.3%
CI vs BTDR
+23.8%
+12.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.3% | -1.3% |
| 7D | +1.3% | +20.0% | -18.7% | +1.5% |
| 30D | +4.4% | +11.9% | -7.5% | +4.6% |
| 3M | +0.7% | -36.9% | +37.6% | +0.5% |
| 6M | +0.3% | +56.5% | -56.2% | +0.8% |
| YTD | +3.8% | +10.4% | -6.6% | +4.1% |
| 1Y | -5.5% | +3.1% | -8.6% | -5.1% |
| 3Y | +8.1% | -2.6% | +10.7% | +10.6% |
| 5Y | +42.8% | +25.2% | +17.6% | +42.7% |
| All | +36.3% | +23.8% | +12.5% | +35.4% |
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