+32.0%
CTVA vs BTDR
-69.9%
+101.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.6% | +8.8% | +3.1% |
| 7D | +8.2% | -17.6% | +25.8% | +8.0% |
| 30D | -1.0% | -40.3% | +39.2% | -1.4% |
| 3M | +4.6% | -42.6% | +47.2% | +4.1% |
| 6M | +0.5% | -46.3% | +46.8% | +0.2% |
| YTD | +22.7% | -41.7% | +64.5% | +22.5% |
| 1Y | +32.0% | -69.4% | +101.4% | +32.3% |
| All | +32.0% | -69.9% | +101.8% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling