+507.8%
CF vs BTG
+392.0%
+115.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 3M | +14.1% | +23.1% | -9.0% | +11.3% |
| 6M | +28.5% | +3.5% | +25.1% | +26.7% |
| YTD | +74.9% | +25.5% | +49.5% | +68.4% |
| 1Y | +61.7% | +40.1% | +21.6% | +53.3% |
| 3Y | +80.3% | +101.1% | -20.8% | +62.3% |
| 5Y | +226.0% | +70.6% | +155.4% | +195.1% |
| 10Y | +569.9% | +152.1% | +417.7% | +454.1% |
| All | +507.8% | +392.0% | +115.8% | +405.6% |
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