+452.1%
BTSG vs CLBK
+32.8%
+419.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | +1.2% | +1.5% | +2.3% |
| 30D | -3.6% | +9.1% | -12.8% | -6.4% |
| 3M | +5.8% | +27.7% | -21.9% | -2.4% |
| 6M | +44.7% | +40.8% | +3.9% | +28.9% |
| YTD | +62.2% | +66.4% | -4.2% | +35.5% |
| 1Y | +152.1% | +72.4% | +79.7% | +107.1% |
| All | +452.1% | +32.8% | +419.3% | +344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling