-36.9%
CBRS vs BTG
+4.3%
-41.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.4% |
| 7D | +6.3% | +2.4% | +3.9% | +5.4% |
| 30D | -14.7% | +9.5% | -24.2% | -17.2% |
| 3M | -13.5% | +38.5% | -52.0% | -23.8% |
| All | -36.9% | +4.3% | -41.2% | -44.8% |
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 · Available span rolling