-20.2%
CCI vs BTSG
+406.1%
-426.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.9% |
| 7D | -0.4% | +2.7% | -3.1% | -0.4% |
| 30D | +2.7% | -3.6% | +6.3% | +2.7% |
| 3M | -18.2% | +5.8% | -24.0% | -18.4% |
| 6M | -14.8% | +44.7% | -59.5% | -15.7% |
| YTD | -12.6% | +62.2% | -74.8% | -13.8% |
| 1Y | -16.7% | +152.1% | -168.8% | -18.9% |
| All | -20.2% | +406.1% | -426.3% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling