+61.7%
CF vs BTSG
+152.4%
-90.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.4% |
| 7D | +6.0% | +2.7% | +3.3% | +6.4% |
| 30D | +14.8% | -3.6% | +18.5% | +14.2% |
| 3M | +14.1% | +5.8% | +8.3% | +16.9% |
| 6M | +28.5% | +44.7% | -16.2% | +39.5% |
| YTD | +74.9% | +62.2% | +12.8% | +89.0% |
| 1Y | +61.7% | +152.1% | -90.4% | +75.5% |
| All | +61.7% | +152.4% | -90.7% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling