+223.5%
CB vs BTG
+147.2%
+76.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.3% |
| 7D | -0.5% | +2.4% | -2.9% | -0.6% |
| 30D | -3.1% | +9.5% | -12.6% | -3.2% |
| 3M | +4.2% | +38.5% | -34.3% | +3.4% |
| 6M | +4.7% | +5.6% | -0.9% | +4.5% |
| YTD | +8.8% | +23.9% | -15.1% | +8.0% |
| 1Y | +22.6% | +32.1% | -9.5% | +21.3% |
| 3Y | +70.6% | +103.2% | -32.6% | +65.8% |
| 5Y | +99.4% | +79.7% | +19.7% | +93.9% |
| 10Y | +223.5% | +159.1% | +64.3% | +214.5% |
| All | +223.5% | +147.2% | +76.2% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling