+68.3%
CF vs BTSG
+504.1%
-435.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.8% | -2.2% | +2.6% |
| 7D | +4.8% | +3.8% | +1.0% | +4.8% |
| 30D | +9.7% | +13.7% | -4.0% | +9.8% |
| 3M | +1.2% | +18.0% | -16.7% | +1.4% |
| 6M | +7.4% | +32.2% | -24.8% | +7.4% |
| YTD | +60.5% | +93.6% | -33.0% | +58.4% |
| 1Y | +50.7% | +115.9% | -65.2% | +47.5% |
| All | +68.3% | +504.1% | -435.8% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling