+150.7%
CEG vs BTSG
+406.1%
-255.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.2% |
| 7D | +8.0% | +2.7% | +5.3% | +7.2% |
| 30D | +12.9% | -3.6% | +16.6% | +13.8% |
| 3M | +13.2% | +5.8% | +7.4% | +9.5% |
| 6M | -7.0% | +44.7% | -51.7% | -18.4% |
| YTD | -15.0% | +62.2% | -77.2% | -28.2% |
| 1Y | -2.7% | +152.1% | -154.8% | -28.3% |
| All | +150.7% | +406.1% | -255.3% | +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 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