+1,312.5%
CLS vs BTDR
+8.5%
+1,304.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +5.2% |
| 7D | +12.8% | +22.4% | -9.6% | +8.9% |
| 30D | +3.8% | +16.5% | -12.6% | +0.4% |
| 3M | -14.6% | -31.5% | +16.9% | -10.6% |
| 6M | +32.2% | +74.0% | -41.8% | +18.1% |
| YTD | +11.6% | +13.0% | -1.4% | +5.4% |
| 1Y | +35.1% | -0.2% | +35.3% | +27.1% |
| 3Y | +1,312.5% | +9.9% | +1,302.7% | +985.0% |
| All | +1,312.5% | +8.5% | +1,304.1% | +985.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling