+76.7%
CF vs BTG
+105.8%
-29.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.2% |
| 7D | +6.0% | -0.9% | +6.9% | +6.0% |
| 30D | +14.8% | +36.8% | -22.0% | +14.4% |
| 3M | +14.1% | +23.1% | -9.0% | +13.9% |
| 6M | +28.5% | +3.5% | +25.1% | +29.5% |
| YTD | +74.9% | +25.5% | +49.5% | +72.8% |
| 1Y | +61.7% | +40.1% | +21.6% | +57.4% |
| All | +76.7% | +105.8% | -29.1% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling