+463.5%
BTSG vs CLBK
+30.3%
+433.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +2.9% | -1.5% | +4.3% | +3.4% |
| 30D | +0.9% | +6.7% | -5.8% | -1.3% |
| 3M | +1.6% | +21.2% | -19.5% | -4.6% |
| 6M | +46.8% | +42.0% | +4.8% | +30.3% |
| YTD | +65.5% | +63.3% | +2.3% | +39.2% |
| 1Y | +136.2% | +65.4% | +70.9% | +96.7% |
| All | +463.5% | +30.3% | +433.2% | +356.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling