-0.5%
CMG vs BTDR
+15.3%
-15.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.6% |
| 7D | -3.8% | -3.2% | -0.6% | -3.7% |
| 30D | +12.9% | +32.7% | -19.8% | +11.4% |
| 3M | +18.8% | -28.4% | +47.2% | +19.5% |
| 6M | +4.1% | +51.7% | -47.6% | +0.9% |
| YTD | -2.4% | +2.9% | -5.2% | -4.1% |
| 1Y | -6.7% | -15.5% | +8.8% | -8.3% |
| 3Y | -7.1% | 0.0% | -7.1% | -12.9% |
| 5Y | -5.0% | +16.5% | -21.4% | -12.1% |
| All | -0.5% | +15.3% | -15.8% | -8.3% |
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 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