+43.7%
CI vs BTDR
-38.7%
+82.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.8% | +11.1% | -1.9% |
| 7D | -1.7% | +15.4% | -17.2% | -1.5% |
| 30D | +4.9% | -33.4% | +38.3% | +4.5% |
| 3M | +7.4% | -32.0% | +39.4% | +7.1% |
| 6M | +0.4% | -52.2% | +52.6% | 0.0% |
| YTD | +9.5% | -45.3% | +54.8% | +9.2% |
| 1Y | +12.0% | -56.0% | +68.0% | +11.5% |
| 3Y | +7.1% | +54.4% | -47.3% | +8.0% |
| 5Y | +49.3% | -38.5% | +87.8% | +48.2% |
| All | +43.7% | -38.7% | +82.4% | +42.0% |
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 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