+38.2%
CFG vs BTSG
+147.4%
-109.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -0.6% | +2.9% | -3.5% | -1.0% |
| 30D | -4.5% | +0.9% | -5.4% | -4.8% |
| 3M | +6.3% | +1.6% | +4.7% | +4.9% |
| 6M | +20.6% | +46.8% | -26.2% | +9.1% |
| YTD | +21.2% | +65.5% | -44.3% | +6.6% |
| 1Y | +38.2% | +136.2% | -98.1% | +15.2% |
| All | +38.2% | +147.4% | -109.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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