+574.3%
CF vs BTG
+139.8%
+434.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.9% |
| 7D | -0.9% | +4.8% | -5.7% | -1.3% |
| 30D | +18.1% | +8.3% | +9.7% | +17.3% |
| 3M | +23.4% | +32.3% | -8.9% | +20.3% |
| 6M | +17.1% | +3.0% | +14.1% | +16.0% |
| YTD | +76.2% | +21.9% | +54.3% | +71.0% |
| 1Y | +62.3% | +28.2% | +34.1% | +55.9% |
| 3Y | +71.8% | +99.9% | -28.1% | +55.7% |
| 5Y | +234.6% | +73.6% | +161.0% | +204.9% |
| 10Y | +574.3% | +136.5% | +437.7% | +502.4% |
| All | +574.3% | +139.8% | +434.4% | +502.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BTG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling