+192.1%
CFG vs BTG
+82.1%
+110.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +3.2% | -9.1% | +12.3% | +3.9% |
| 30D | +5.1% | -1.6% | +6.7% | +5.1% |
| 3M | -11.2% | -2.8% | -8.4% | -11.2% |
| 6M | +9.6% | -7.6% | +17.2% | +9.7% |
| YTD | +15.0% | +10.2% | +4.7% | +13.1% |
| 1Y | +29.9% | +21.3% | +8.6% | +27.0% |
| 3Y | +192.1% | +82.7% | +109.4% | +168.7% |
| All | +192.1% | +82.1% | +110.0% | +168.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling