+31.8%
CMS vs BTDR
-38.7%
+70.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.8% | +12.2% | -0.6% |
| 7D | -1.3% | +15.4% | -16.7% | -1.2% |
| 30D | +5.3% | -33.4% | +38.7% | +5.1% |
| 3M | -0.3% | -32.0% | +31.7% | -0.4% |
| 6M | -4.0% | -52.2% | +48.2% | -4.2% |
| YTD | +2.1% | -45.3% | +47.5% | +1.9% |
| 1Y | -4.7% | -56.0% | +51.3% | -4.9% |
| 3Y | +36.8% | +54.4% | -17.6% | +34.0% |
| 5Y | +34.9% | -38.5% | +73.4% | +34.6% |
| All | +31.8% | -38.7% | +70.5% | +31.7% |
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