+117.9%
BTSG vs CNI
+37.5%
+80.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | +17.4% | +3.7% | +13.6% | +17.1% |
| 30D | +12.6% | +8.1% | +4.5% | +11.9% |
| 3M | +11.2% | +1.9% | +9.3% | +11.0% |
| 6M | +30.4% | +19.2% | +11.2% | +27.8% |
| YTD | +86.4% | +32.7% | +53.7% | +79.7% |
| 1Y | +117.9% | +37.0% | +80.9% | +108.5% |
| All | +117.9% | +37.5% | +80.4% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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