+3,529.7%
CLS vs BTDR
+15.3%
+3,514.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.0% | -1.5% |
| 7D | +5.0% | -3.2% | +8.2% | +5.5% |
| 30D | +4.8% | +32.7% | -27.9% | +0.3% |
| 3M | -10.4% | -28.4% | +18.0% | -7.3% |
| 6M | +20.8% | +51.7% | -30.9% | +12.0% |
| YTD | +10.0% | +2.9% | +7.2% | +6.3% |
| 1Y | +28.5% | -15.5% | +44.0% | +25.2% |
| 3Y | +1,292.2% | 0.0% | +1,292.2% | +1,119.8% |
| 5Y | +3,616.8% | +16.5% | +3,600.3% | +2,973.8% |
| All | +3,529.7% | +15.3% | +3,514.4% | +2,901.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling