+34.0%
CMS vs BTDR
-44.0%
+78.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.6% | +10.3% | +1.6% |
| 7D | +1.7% | -6.9% | +8.6% | +1.7% |
| 30D | +6.2% | -31.5% | +37.7% | +6.1% |
| 3M | +0.6% | -36.1% | +36.7% | +0.5% |
| 6M | -1.8% | -57.6% | +55.9% | -2.0% |
| YTD | +3.8% | -50.0% | +53.9% | +3.6% |
| 1Y | -1.8% | -49.6% | +47.8% | -2.0% |
| 3Y | +39.8% | +48.5% | -8.7% | +36.9% |
| 5Y | +37.1% | -43.8% | +80.9% | +36.8% |
| All | +34.0% | -44.0% | +78.0% | +33.8% |
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