+84.7%
CME vs BTDR
-44.0%
+128.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.6% | +9.4% | +0.7% |
| 7D | +3.9% | -6.9% | +10.8% | +3.9% |
| 30D | +11.3% | -31.5% | +42.9% | +10.9% |
| 3M | +19.6% | -36.1% | +55.6% | +19.1% |
| 6M | +8.1% | -57.6% | +65.7% | +7.2% |
| YTD | +20.4% | -50.0% | +70.4% | +19.9% |
| 1Y | +16.5% | -49.6% | +66.1% | +16.0% |
| 3Y | +66.4% | +48.5% | +17.9% | +72.2% |
| 5Y | +74.5% | -43.8% | +118.3% | +83.7% |
| All | +84.7% | -44.0% | +128.7% | +94.1% |
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