+55.7%
CB vs BTSG
+459.6%
-403.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -1.8% |
| 7D | +0.2% | +0.4% | -0.1% | +0.2% |
| 30D | +9.1% | +5.3% | +3.8% | +8.9% |
| 3M | +3.4% | +10.8% | -7.4% | +3.1% |
| 6M | +14.1% | +27.3% | -13.2% | +13.1% |
| YTD | +18.0% | +79.3% | -61.3% | +15.2% |
| 1Y | +30.1% | +106.0% | -75.8% | +26.0% |
| All | +55.7% | +459.6% | -403.8% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling