+452.1%
BTSG vs CPB
-45.8%
+497.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -1.1% |
| 7D | +2.7% | -8.6% | +11.3% | +2.7% |
| 30D | -3.6% | -7.2% | +3.6% | -3.6% |
| 3M | +5.8% | +0.9% | +4.9% | +5.7% |
| 6M | +44.7% | -11.8% | +56.5% | +45.6% |
| YTD | +62.2% | -19.4% | +81.6% | +63.9% |
| 1Y | +152.1% | -30.4% | +182.5% | +157.0% |
| All | +452.1% | -45.8% | +497.9% | +442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling