+58.6%
CB vs BTSG
+495.4%
-436.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | 0.0% | +8.5% | -8.5% | -0.1% |
| 30D | +7.4% | +14.0% | -6.7% | +7.1% |
| 3M | +8.6% | +19.7% | -11.1% | +8.1% |
| 6M | +16.1% | +28.7% | -12.6% | +15.2% |
| YTD | +20.2% | +90.8% | -70.6% | +17.2% |
| 1Y | +27.2% | +112.4% | -85.2% | +23.2% |
| All | +58.6% | +495.4% | -436.8% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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