+117.9%
BTSG vs CHD
+30.9%
+87.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | 0.0% |
| 7D | +17.4% | +6.9% | +10.4% | +17.6% |
| 30D | +12.6% | +17.1% | -4.5% | +13.2% |
| 3M | +11.2% | +9.1% | +2.1% | +11.2% |
| 6M | +30.4% | +21.4% | +9.0% | +30.5% |
| YTD | +86.4% | +34.9% | +51.5% | +79.7% |
| 1Y | +117.9% | +31.0% | +86.9% | +113.1% |
| All | +117.9% | +30.9% | +87.0% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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