+10.9%
CMG vs BTDR
-69.9%
+80.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -5.6% | +11.5% | +6.2% |
| 7D | +22.5% | -17.6% | +40.1% | +23.9% |
| 30D | +14.1% | -40.3% | +54.4% | +17.9% |
| 3M | +4.1% | -42.6% | +46.7% | +7.2% |
| 6M | +10.1% | -46.3% | +56.4% | +10.2% |
| YTD | -4.9% | -41.7% | +36.9% | -6.2% |
| 1Y | +10.9% | -69.4% | +80.3% | +12.3% |
| All | +10.9% | -69.9% | +80.8% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling