+304.1%
CFG vs BTG
+158.3%
+145.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.4% |
| 7D | -1.7% | -5.5% | +3.8% | -1.6% |
| 30D | -4.6% | +6.1% | -10.7% | -4.8% |
| 3M | +7.9% | +38.6% | -30.8% | +6.9% |
| 6M | +19.9% | +0.7% | +19.2% | +19.5% |
| YTD | +21.7% | +20.3% | +1.4% | +20.8% |
| 1Y | +38.4% | +25.0% | +13.4% | +37.1% |
| 3Y | +187.0% | +97.3% | +89.7% | +180.4% |
| 5Y | +99.5% | +78.3% | +21.2% | +95.2% |
| All | +304.1% | +158.3% | +145.8% | +331.0% |
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