+833.4%
CB vs BTG
+367.4%
+466.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.7% |
| 7D | +0.7% | +13.0% | -12.3% | +0.4% |
| 30D | +8.2% | +1.1% | +7.0% | +8.1% |
| 3M | +6.3% | +5.3% | +1.0% | +6.1% |
| 6M | +16.2% | +1.1% | +15.1% | +16.0% |
| YTD | +19.3% | +19.2% | +0.1% | +18.4% |
| 1Y | +29.2% | +31.5% | -2.2% | +27.8% |
| 3Y | +71.4% | +94.3% | -22.8% | +67.1% |
| 5Y | +104.2% | +41.8% | +62.5% | +99.8% |
| 10Y | +246.7% | +162.9% | +83.8% | +230.7% |
| All | +833.4% | +367.4% | +466.0% | +663.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling