+50.9%
CME vs BTDR
+7.6%
+43.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.3% |
| 7D | -1.1% | +14.8% | -15.9% | -0.9% |
| 30D | +4.2% | +41.8% | -37.6% | +4.8% |
| 3M | +7.3% | -29.2% | +36.5% | +7.2% |
| 6M | -11.4% | +66.2% | -77.6% | -10.8% |
| YTD | +3.5% | +10.0% | -6.5% | +4.0% |
| 1Y | +8.6% | -11.0% | +19.6% | +9.1% |
| All | +50.9% | +7.6% | +43.3% | +58.2% |
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