-4.7%
CNC vs BTDR
+19.6%
-24.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.2% | +1.6% |
| 7D | -0.9% | -3.4% | +2.5% | -0.9% |
| 30D | -1.0% | +32.6% | -33.6% | -0.7% |
| 3M | +4.5% | -32.2% | +36.8% | +4.3% |
| 6M | +85.2% | +52.4% | +32.9% | +86.2% |
| YTD | +61.4% | +6.7% | +54.7% | +61.9% |
| 1Y | +94.9% | -15.2% | +110.1% | +95.7% |
| 3Y | 0.0% | +14.9% | -14.9% | +1.5% |
| 5Y | +11.2% | +20.8% | -9.6% | +8.9% |
| All | -4.7% | +19.6% | -24.3% | -6.3% |
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