+19.6%
CME vs BTDR
-69.9%
+89.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.2% |
| 7D | +4.8% | -17.6% | +22.4% | +4.3% |
| 30D | +14.2% | -40.3% | +54.4% | +12.8% |
| 3M | +17.9% | -42.6% | +60.5% | +16.6% |
| 6M | +7.2% | -46.3% | +53.5% | +5.3% |
| YTD | +16.7% | -41.7% | +58.5% | +15.3% |
| 1Y | +19.6% | -69.4% | +89.0% | +18.0% |
| All | +19.6% | -69.9% | +89.4% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling