+46.3%
CI vs BTDR
-29.7%
+76.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.7% | -10.2% | -0.4% |
| 7D | -1.3% | +7.7% | -9.0% | -1.2% |
| 30D | +6.4% | -24.1% | +30.5% | +6.2% |
| 3M | +10.7% | -19.1% | +29.8% | +10.6% |
| 6M | +5.5% | -46.6% | +52.1% | +5.1% |
| YTD | +11.4% | -37.3% | +48.7% | +11.2% |
| 1Y | +15.0% | -53.2% | +68.2% | +14.7% |
| 3Y | +9.0% | +77.1% | -68.1% | +10.0% |
| 5Y | +52.0% | -29.7% | +81.7% | +51.0% |
| All | +46.3% | -29.7% | +76.0% | +44.7% |
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