+206.6%
CFG vs BTG
+167.5%
+39.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.5% | -0.7% |
| 7D | +1.6% | -5.9% | +7.5% | +1.8% |
| 30D | +3.3% | -5.0% | +8.3% | +3.4% |
| 3M | -11.5% | -4.5% | -7.1% | -11.5% |
| 6M | +6.2% | -7.0% | +13.2% | +6.2% |
| YTD | +14.3% | +11.4% | +2.9% | +13.5% |
| 1Y | +26.7% | +20.1% | +6.6% | +25.6% |
| 3Y | +187.8% | +81.5% | +106.3% | +180.5% |
| 5Y | +61.3% | +32.1% | +29.2% | +56.6% |
| All | +206.6% | +167.5% | +39.1% | +237.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling