-31.9%
CEG vs BTSG
+111.7%
-143.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.7% | -6.7% |
| 7D | -4.8% | +17.4% | -22.2% | -7.9% |
| 30D | -8.2% | +12.6% | -20.8% | -10.3% |
| 3M | -7.9% | +11.2% | -19.1% | -9.9% |
| 6M | -23.2% | +30.4% | -53.6% | -30.2% |
| YTD | -30.1% | +86.4% | -116.5% | -43.4% |
| 1Y | -31.9% | +117.9% | -149.8% | -47.7% |
| All | -31.9% | +111.7% | -143.6% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling