+136.8%
CEG vs BTSG
+495.4%
-358.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.2% |
| 7D | +17.8% | +8.5% | +9.4% | +15.3% |
| 30D | -4.5% | +14.0% | -18.6% | -8.0% |
| 3M | +1.5% | +19.7% | -18.2% | -3.7% |
| 6M | -3.5% | +28.7% | -32.3% | -11.8% |
| YTD | -19.7% | +90.8% | -110.5% | -35.2% |
| 1Y | -19.8% | +112.4% | -132.2% | -37.4% |
| All | +136.8% | +495.4% | -358.6% | +33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling