+39.6%
CMS vs BTDR
+65.3%
-25.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.9% | -9.4% | +0.6% |
| 7D | -0.9% | +7.1% | -8.0% | -0.8% |
| 30D | +7.1% | -31.4% | +38.4% | +6.9% |
| 3M | -1.3% | -39.2% | +38.0% | -1.4% |
| 6M | -2.7% | -50.9% | +48.3% | -2.8% |
| YTD | +2.6% | -41.0% | +43.7% | +2.3% |
| 1Y | -2.0% | -69.9% | +67.9% | -2.1% |
| 3Y | +39.6% | +87.3% | -47.6% | +27.2% |
| All | +39.6% | +65.3% | -25.6% | +27.2% |
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