-20.9%
CCI vs BTSG
+416.6%
-437.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -0.3% | +2.9% | -3.2% | -0.2% |
| 30D | +2.1% | +0.9% | +1.3% | +2.1% |
| 3M | -17.8% | +1.6% | -19.5% | -18.0% |
| 6M | -14.2% | +46.8% | -61.0% | -15.1% |
| YTD | -13.3% | +65.5% | -78.9% | -14.5% |
| 1Y | -16.6% | +136.2% | -152.9% | -18.6% |
| All | -20.9% | +416.6% | -437.5% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling