+569.3%
CF vs BTG
+146.9%
+422.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.1% |
| 7D | +6.0% | -0.9% | +6.9% | +6.0% |
| 30D | +14.8% | +36.8% | -22.0% | +11.9% |
| 3M | +14.1% | +23.1% | -9.0% | +11.9% |
| 6M | +28.5% | +3.5% | +25.1% | +27.3% |
| YTD | +74.9% | +25.5% | +49.5% | +69.4% |
| 1Y | +61.7% | +40.1% | +21.6% | +54.1% |
| 3Y | +80.3% | +101.1% | -20.8% | +63.4% |
| 5Y | +226.0% | +70.6% | +155.4% | +197.4% |
| All | +569.3% | +146.9% | +422.5% | +496.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling