+247.9%
CB vs BTG
+167.5%
+80.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.5% |
| 7D | 0.0% | -5.9% | +5.9% | +0.1% |
| 30D | +7.4% | -5.0% | +12.4% | +7.4% |
| 3M | +8.6% | -4.5% | +13.1% | +8.6% |
| 6M | +16.1% | -7.0% | +23.2% | +16.2% |
| YTD | +20.2% | +11.4% | +8.8% | +19.4% |
| 1Y | +27.2% | +20.1% | +7.1% | +26.1% |
| 3Y | +72.7% | +81.5% | -8.8% | +68.1% |
| 5Y | +105.9% | +32.1% | +73.8% | +101.0% |
| All | +247.9% | +167.5% | +80.4% | +244.4% |
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