+72.0%
CF vs BTSG
+493.4%
-421.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.1% |
| 7D | +4.8% | +6.0% | -1.3% | +4.8% |
| 30D | +4.7% | +12.4% | -7.7% | +4.8% |
| 3M | +7.4% | +18.2% | -10.8% | +7.6% |
| 6M | +0.6% | +26.0% | -25.4% | +0.7% |
| YTD | +64.1% | +90.1% | -26.0% | +61.9% |
| 1Y | +51.4% | +124.3% | -72.9% | +47.5% |
| All | +72.0% | +493.4% | -421.4% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling