+117.9%
BTSG vs CAI
+12.6%
+105.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +17.4% | -6.3% | +23.7% | +17.4% |
| 30D | +12.6% | +9.3% | +3.3% | +12.4% |
| 3M | +11.2% | +106.3% | -95.1% | +7.7% |
| 6M | +30.4% | +77.7% | -47.4% | +27.1% |
| YTD | +86.4% | +23.1% | +63.3% | +85.6% |
| 1Y | +117.9% | +6.5% | +111.4% | +118.9% |
| All | +117.9% | +12.6% | +105.3% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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