+362.4%
CFG vs BTG
+242.3%
+120.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +1.5% | -0.9% | +2.4% | +1.5% |
| 30D | -3.8% | +36.8% | -40.7% | -3.9% |
| 3M | +11.5% | +23.1% | -11.6% | +11.4% |
| 6M | +19.2% | +3.5% | +15.7% | +19.1% |
| YTD | +23.7% | +25.5% | -1.8% | +23.7% |
| 1Y | +38.8% | +40.1% | -1.2% | +38.8% |
| 3Y | +178.9% | +101.1% | +77.8% | +179.0% |
| 5Y | +101.8% | +70.6% | +31.2% | +101.6% |
| 10Y | +317.3% | +152.1% | +165.1% | +344.5% |
| All | +362.4% | +242.3% | +120.1% | +410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling