+33.4%
CL vs BTDR
-33.9%
+67.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.9% | -8.5% | +1.5% |
| 7D | +0.5% | +7.1% | -6.6% | +0.6% |
| 30D | +11.6% | -31.4% | +42.9% | +11.4% |
| 3M | +5.6% | -39.2% | +44.9% | +5.4% |
| 6M | +13.2% | -50.9% | +64.1% | +12.8% |
| YTD | +26.9% | -41.0% | +68.0% | +26.5% |
| 1Y | +27.3% | -69.9% | +97.3% | +26.8% |
| 3Y | +39.7% | +87.3% | -47.5% | +36.8% |
| 5Y | +41.3% | -33.6% | +75.0% | +40.8% |
| All | +33.4% | -33.9% | +67.3% | +32.7% |
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