-7.1%
CMG vs BTDR
-13.8%
+6.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.1% |
| 7D | -2.1% | -3.4% | +1.3% | -1.8% |
| 30D | +10.9% | +32.6% | -21.7% | +8.2% |
| 3M | +15.8% | -32.2% | +48.1% | +16.5% |
| 6M | +6.9% | +52.4% | -45.4% | -0.4% |
| YTD | -2.2% | +6.7% | -8.9% | -6.7% |
| 1Y | -7.1% | -15.2% | +8.2% | -11.2% |
| All | -7.1% | -13.8% | +6.7% | -11.2% |
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 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