+20.2%
CL vs BTDR
+23.8%
-3.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.4% |
| 7D | -2.2% | +20.0% | -22.1% | -2.1% |
| 30D | -4.8% | +11.9% | -16.8% | -4.7% |
| 3M | +4.9% | -36.9% | +41.8% | +5.0% |
| 6M | -5.7% | +56.5% | -62.2% | -5.7% |
| YTD | +14.4% | +10.4% | +3.9% | +14.4% |
| 1Y | +8.7% | +3.1% | +5.7% | +8.6% |
| 3Y | +30.0% | -2.6% | +32.6% | +28.7% |
| 5Y | +28.4% | +25.2% | +3.2% | +28.4% |
| All | +20.2% | +23.8% | -3.6% | +20.0% |
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