+130.4%
CEG vs BTSG
+505.2%
-374.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +11.8% | +4.0% | +7.8% | +10.6% |
| 30D | -6.5% | +15.3% | -21.8% | -10.2% |
| 3M | -1.2% | +25.4% | -26.6% | -7.4% |
| 6M | -8.0% | +31.9% | -39.9% | -16.5% |
| YTD | -21.9% | +93.9% | -115.8% | -37.2% |
| 1Y | -21.4% | +114.2% | -135.6% | -38.8% |
| All | +130.4% | +505.2% | -374.8% | +29.0% |
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