+11.8%
CRM vs BTDR
+4.4%
+7.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.8% |
| 7D | -4.4% | -3.4% | -1.0% | -4.3% |
| 30D | +28.1% | +32.6% | -4.5% | +26.5% |
| 3M | +48.8% | -32.2% | +81.1% | +50.8% |
| 6M | +28.3% | +52.4% | -24.1% | +22.9% |
| YTD | -6.0% | +6.7% | -12.7% | -8.4% |
| 1Y | +1.4% | -15.2% | +16.7% | -1.1% |
| 3Y | +11.8% | +14.9% | -3.0% | -1.3% |
| All | +11.8% | +4.4% | +7.5% | -1.3% |
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 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