+32.9%
CMS vs BTDR
-35.9%
+68.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +0.3% |
| 7D | +0.5% | -7.4% | +7.9% | +0.5% |
| 30D | +7.4% | -33.4% | +40.9% | +7.3% |
| 3M | +1.9% | -26.3% | +28.1% | +1.8% |
| 6M | -2.3% | -52.4% | +50.1% | -2.5% |
| YTD | +3.0% | -42.8% | +45.8% | +2.7% |
| 1Y | -2.8% | -63.7% | +60.9% | -2.9% |
| 3Y | +37.9% | +61.5% | -23.5% | +35.1% |
| 5Y | +34.0% | -35.6% | +69.6% | +33.7% |
| All | +32.9% | -35.9% | +68.8% | +32.8% |
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