+7.1%
CL vs BTDR
-4.6%
+11.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.5% |
| 7D | -2.3% | +14.8% | -17.1% | -1.9% |
| 30D | -5.5% | +41.8% | -47.3% | -4.4% |
| 3M | +0.8% | -29.2% | +30.0% | +1.0% |
| 6M | -4.2% | +66.2% | -70.4% | -3.2% |
| YTD | +13.4% | +10.0% | +3.4% | +13.8% |
| 1Y | +7.1% | -11.0% | +18.0% | +6.2% |
| All | +7.1% | -4.6% | +11.7% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling