+69.5%
CF vs BTSG
+505.2%
-435.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +10.4% | +4.0% | +6.3% | +10.4% |
| 30D | +7.6% | +15.3% | -7.7% | +7.6% |
| 3M | +5.2% | +25.4% | -20.3% | +5.4% |
| 6M | -0.1% | +31.9% | -31.9% | 0.0% |
| YTD | +61.7% | +93.9% | -32.2% | +59.5% |
| 1Y | +50.3% | +114.2% | -63.8% | +47.2% |
| All | +69.5% | +505.2% | -435.7% | +51.7% |
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