+130.0%
CAH vs BTSG
+389.4%
-259.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -5.1% | -3.3% | -1.8% | -4.8% |
| 30D | +0.2% | -1.6% | +1.8% | +0.3% |
| 3M | +6.3% | -6.9% | +13.2% | +6.5% |
| 6M | +9.4% | +42.1% | -32.7% | +3.5% |
| YTD | +15.0% | +56.8% | -41.9% | +7.4% |
| 1Y | +55.4% | +109.8% | -54.4% | +39.5% |
| All | +130.0% | +389.4% | -259.5% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling