+62.6%
CME vs BTDR
+23.8%
+38.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.2% |
| 7D | -1.6% | +20.0% | -21.5% | -1.3% |
| 30D | +6.2% | +11.9% | -5.7% | +6.5% |
| 3M | +10.4% | -36.9% | +47.4% | +10.2% |
| 6M | -9.5% | +56.5% | -66.0% | -8.9% |
| YTD | +6.0% | +10.4% | -4.4% | +6.5% |
| 1Y | +9.3% | +3.1% | +6.2% | +10.0% |
| 3Y | +57.7% | -2.6% | +60.3% | +62.7% |
| 5Y | +77.7% | +25.2% | +52.5% | +89.0% |
| All | +62.6% | +23.8% | +38.8% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling