+2,582.4%
CLS vs BTDR
-44.0%
+2,626.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -8.6% | +3.3% | -4.0% |
| 7D | +16.3% | -6.9% | +23.2% | +17.4% |
| 30D | -25.7% | -31.5% | +5.9% | -21.1% |
| 3M | -30.9% | -36.1% | +5.2% | -26.0% |
| 6M | -35.5% | -57.6% | +22.2% | -27.6% |
| YTD | -18.7% | -50.0% | +31.3% | -12.2% |
| 1Y | -17.9% | -49.6% | +31.7% | -11.4% |
| 3Y | +838.1% | +48.5% | +789.6% | +804.3% |
| 5Y | +1,971.9% | -43.8% | +2,015.7% | +1,821.0% |
| All | +2,582.4% | -44.0% | +2,626.4% | +2,378.7% |
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