+117.9%
BTSG vs CPB
-18.4%
+136.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | +0.1% |
| 7D | +17.4% | +13.0% | +4.4% | +17.8% |
| 30D | +12.6% | +20.5% | -7.9% | +13.3% |
| 3M | +11.2% | +2.2% | +9.0% | +11.5% |
| 6M | +30.4% | +15.4% | +15.0% | +31.7% |
| YTD | +86.4% | -12.3% | +98.7% | +90.9% |
| 1Y | +117.9% | -18.0% | +135.9% | +124.4% |
| All | +117.9% | -18.4% | +136.4% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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