+836.4%
CB vs BTG
+355.9%
+480.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.4% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | +7.3% | -1.1% | +8.5% | +7.3% |
| 3M | +7.0% | +2.5% | +4.5% | +6.9% |
| 6M | +16.3% | -3.1% | +19.4% | +16.2% |
| YTD | +19.7% | +16.3% | +3.4% | +18.8% |
| 1Y | +27.8% | +27.6% | +0.2% | +26.5% |
| 3Y | +72.0% | +89.5% | -17.5% | +67.8% |
| 5Y | +104.9% | +33.6% | +71.3% | +100.7% |
| 10Y | +246.7% | +178.2% | +68.5% | +230.4% |
| All | +836.4% | +355.9% | +480.5% | +666.2% |
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