+35.1%
CMS vs BTDR
+0.5%
+34.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.2% |
| 7D | +0.4% | +20.0% | -19.6% | +0.4% |
| 30D | -3.6% | +11.9% | -15.5% | -3.6% |
| 3M | -1.9% | -36.9% | +35.0% | -1.8% |
| 6M | -11.0% | +56.5% | -67.5% | -11.1% |
| YTD | +0.2% | +10.4% | -10.2% | +0.1% |
| 1Y | -1.3% | +3.1% | -4.4% | -1.5% |
| All | +35.1% | +0.5% | +34.6% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling