+105.1%
CTVA vs BTDR
+20.7%
+84.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.8% |
| 7D | -4.5% | -3.4% | -1.1% | -4.4% |
| 30D | +11.3% | +32.6% | -21.3% | +10.6% |
| 3M | +12.3% | -32.2% | +44.6% | +13.0% |
| 6M | +7.2% | +52.4% | -45.2% | +5.3% |
| YTD | +26.0% | +6.7% | +19.3% | +24.7% |
| 1Y | +16.0% | -15.2% | +31.3% | +14.7% |
| 3Y | +73.9% | +14.9% | +59.0% | +65.8% |
| All | +105.1% | +20.7% | +84.4% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling