+70.1%
CB vs BTG
+101.2%
-31.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -1.5% |
| 7D | -0.6% | +4.8% | -5.4% | -0.6% |
| 30D | -3.9% | +8.3% | -12.3% | -3.8% |
| 3M | +4.9% | +32.3% | -27.4% | +5.2% |
| 6M | +3.3% | +3.0% | +0.3% | +3.6% |
| YTD | +8.5% | +21.9% | -13.4% | +8.5% |
| 1Y | +22.1% | +28.2% | -6.1% | +21.5% |
| 3Y | +70.1% | +99.9% | -29.8% | +66.4% |
| All | +70.1% | +101.2% | -31.1% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling