+63.4%
CFG vs BTG
+33.0%
+30.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | +3.1% | -1.1% | +4.3% | +3.1% |
| 3M | -9.7% | +2.5% | -12.3% | -10.1% |
| 6M | +6.7% | -3.1% | +9.8% | +6.4% |
| YTD | +15.2% | +16.3% | -1.1% | +12.2% |
| 1Y | +28.8% | +27.6% | +1.2% | +24.3% |
| 3Y | +190.1% | +89.5% | +100.5% | +160.6% |
| 5Y | +63.4% | +33.6% | +29.8% | +54.2% |
| All | +63.4% | +33.0% | +30.4% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling