-70.5%
CBRS vs BTG
-3.5%
-67.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.7% | -14.8% | -8.8% |
| 7D | -18.4% | -0.2% | -18.2% | -18.3% |
| 30D | -49.4% | -0.8% | -48.6% | -49.3% |
| 3M | -59.6% | +31.8% | -91.4% | -62.5% |
| All | -70.5% | -3.5% | -67.0% | -73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling