+170.8%
CMI vs BTDR
+19.6%
+151.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.0% |
| 7D | -0.7% | -3.4% | +2.7% | -0.5% |
| 30D | -12.4% | +32.6% | -45.0% | -14.1% |
| 3M | -14.8% | -32.2% | +17.5% | -13.5% |
| 6M | +0.8% | +52.4% | -51.6% | -2.6% |
| YTD | +10.2% | +6.7% | +3.5% | +8.1% |
| 1Y | +37.4% | -15.2% | +52.7% | +35.0% |
| 3Y | +153.3% | +14.9% | +138.4% | +137.5% |
| 5Y | +167.6% | +20.8% | +146.8% | +148.3% |
| All | +170.8% | +19.6% | +151.2% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling