+0.4%
CMS vs BTDR
+2.6%
-2.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.9% | +0.5% |
| 7D | +1.2% | +22.4% | -21.2% | +1.6% |
| 30D | -3.2% | +16.5% | -19.6% | -2.8% |
| 3M | -2.2% | -31.5% | +29.3% | -2.3% |
| 6M | -9.4% | +74.0% | -83.5% | -9.2% |
| YTD | +0.7% | +13.0% | -12.3% | +0.7% |
| 1Y | +0.4% | -0.2% | +0.6% | +0.1% |
| All | +0.4% | +2.6% | -2.2% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling