+444.2%
CF vs BTG
+375.3%
+68.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.5% |
| 7D | -3.2% | +17.4% | -20.6% | -4.6% |
| 30D | +4.3% | +8.0% | -3.7% | +3.4% |
| 3M | +2.8% | +32.5% | -29.7% | -0.4% |
| 6M | +0.6% | +21.6% | -21.0% | -2.2% |
| YTD | +56.6% | +21.2% | +35.4% | +50.9% |
| 1Y | +49.6% | +43.9% | +5.7% | +41.5% |
| 3Y | +61.5% | +78.6% | -17.1% | +46.7% |
| 5Y | +124.0% | +48.8% | +75.2% | +105.1% |
| 10Y | +573.2% | +136.8% | +436.3% | +460.6% |
| All | +444.2% | +375.3% | +68.9% | +352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling