+38.4%
CFG vs BTG
+27.7%
+10.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.5% |
| 7D | -1.7% | -5.5% | +3.8% | -1.4% |
| 30D | -4.6% | +6.1% | -10.7% | -4.9% |
| 3M | +7.9% | +38.6% | -30.8% | +5.6% |
| 6M | +19.9% | +0.7% | +19.2% | +19.1% |
| YTD | +21.7% | +20.3% | +1.4% | +20.0% |
| 1Y | +38.4% | +25.0% | +13.4% | +32.3% |
| All | +38.4% | +27.7% | +10.7% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling