-4.3%
CMS vs BTDR
-53.6%
+49.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +13.3% | -14.6% | -0.6% |
| 7D | -0.5% | -10.4% | +9.8% | -0.8% |
| 30D | +7.2% | -42.2% | +49.3% | +4.9% |
| 3M | -1.3% | -42.8% | +41.6% | -2.9% |
| 6M | -4.3% | -60.2% | +55.8% | -8.0% |
| All | -4.3% | -53.6% | +49.3% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling