+29.3%
CMS vs BTDR
+23.8%
+5.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 6M | -11.0% | +56.5% | -67.5% | -11.0% |
| YTD | +0.2% | +10.4% | -10.2% | +0.1% |
| 1Y | -1.3% | +3.1% | -4.4% | -1.4% |
| 3Y | +35.9% | -2.6% | +38.5% | +33.1% |
| 5Y | +23.1% | +25.2% | -2.1% | +23.0% |
| All | +29.3% | +23.8% | +5.5% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling