+124.3%
BTSG vs CLBK
+63.8%
+60.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +6.0% | +0.9% | +5.2% | +5.8% |
| 30D | +12.4% | +3.4% | +9.0% | +11.6% |
| 3M | +18.2% | -4.3% | +22.5% | +19.0% |
| 6M | +26.0% | +28.4% | -2.3% | +20.5% |
| YTD | +90.1% | +59.4% | +30.7% | +69.3% |
| 1Y | +124.3% | +64.8% | +59.5% | +94.8% |
| All | +124.3% | +63.8% | +60.4% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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