+150.8%
CEG vs BTSG
+421.3%
-270.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.8% |
| 7D | +6.7% | +5.7% | +0.9% | +5.1% |
| 30D | +11.0% | +0.2% | +10.8% | +10.6% |
| 3M | +19.5% | +5.6% | +13.8% | +15.8% |
| 6M | -5.9% | +50.8% | -56.6% | -18.4% |
| YTD | -15.0% | +67.0% | -82.0% | -28.7% |
| 1Y | +0.6% | +145.5% | -144.9% | -25.1% |
| All | +150.8% | +421.3% | -270.5% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling