+65.2%
CME vs BTDR
+54.4%
+10.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.8% | +12.7% | -0.3% |
| 7D | +2.7% | +15.4% | -12.8% | +3.0% |
| 30D | +13.5% | -33.4% | +46.9% | +13.0% |
| 3M | +20.9% | -32.0% | +52.9% | +20.5% |
| 6M | +11.5% | -52.2% | +63.7% | +10.8% |
| YTD | +19.5% | -45.3% | +64.8% | +19.0% |
| 1Y | +17.2% | -56.0% | +73.3% | +16.6% |
| All | +65.2% | +54.4% | +10.7% | +77.3% |
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