+76.1%
CME vs BTDR
+24.7%
+51.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.8% |
| 7D | -0.6% | +14.8% | -15.4% | -0.4% |
| 30D | +4.7% | +41.8% | -37.1% | +5.2% |
| 3M | +7.8% | -29.2% | +37.0% | +7.7% |
| 6M | -11.0% | +66.2% | -77.2% | -10.3% |
| YTD | +4.0% | +10.0% | -6.0% | +4.5% |
| 1Y | +9.1% | -11.0% | +20.1% | +9.6% |
| 3Y | +52.3% | +6.9% | +45.3% | +57.3% |
| 5Y | +76.1% | +24.7% | +51.4% | +86.6% |
| All | +76.1% | +24.7% | +51.4% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling