+158.6%
BTSG vs CAI
-11.0%
+169.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.7% | -6.6% |
| 7D | -5.8% | -5.1% | -0.7% | -5.6% |
| 30D | 0.0% | +3.9% | -3.9% | -0.5% |
| 3M | -4.5% | +40.1% | -44.6% | -6.8% |
| 6M | +40.0% | +29.7% | +10.3% | +36.5% |
| YTD | +54.6% | -10.9% | +65.4% | +55.5% |
| 1Y | +106.1% | -28.0% | +134.1% | +111.2% |
| All | +158.6% | -11.0% | +169.6% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling