+468.7%
BTSG vs CPB
-44.9%
+513.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +3.0% |
| 7D | +5.7% | -8.2% | +14.0% | +5.7% |
| 30D | +0.2% | -5.6% | +5.8% | +0.2% |
| 3M | +5.6% | +3.0% | +2.7% | +5.5% |
| 6M | +50.8% | -12.7% | +63.5% | +51.9% |
| YTD | +67.0% | -18.0% | +85.0% | +68.8% |
| 1Y | +145.5% | -31.7% | +177.3% | +151.0% |
| All | +468.7% | -44.9% | +513.6% | +459.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling