+43.2%
CB vs BTSG
+421.3%
-378.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.5% | -1.5% |
| 7D | -0.6% | +5.7% | -6.4% | -0.8% |
| 30D | -3.9% | +0.2% | -4.1% | -3.9% |
| 3M | +4.9% | +5.6% | -0.7% | +4.6% |
| 6M | +3.3% | +50.8% | -47.5% | +1.6% |
| YTD | +8.5% | +67.0% | -58.5% | +6.1% |
| 1Y | +22.1% | +145.5% | -123.5% | +16.7% |
| All | +43.2% | +421.3% | -378.1% | +33.3% |
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