-19.0%
CAG vs BTSG
+113.2%
-132.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.7% |
| 7D | -5.7% | -3.3% | -2.4% | -5.6% |
| 30D | -2.4% | -1.6% | -0.8% | -2.4% |
| 3M | +9.8% | -6.9% | +16.7% | +10.3% |
| 6M | -10.8% | +42.1% | -52.9% | -10.0% |
| YTD | -10.8% | +56.8% | -67.6% | -9.8% |
| 1Y | -19.0% | +109.8% | -128.8% | -18.9% |
| All | -19.0% | +113.2% | -132.1% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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