+130.8%
CFG vs BTSG
+421.3%
-290.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.7% |
| 7D | +2.7% | +5.7% | -3.1% | +1.6% |
| 30D | -3.7% | +0.2% | -3.9% | -3.9% |
| 3M | +9.5% | +5.6% | +3.8% | +7.2% |
| 6M | +22.2% | +50.8% | -28.5% | +10.0% |
| YTD | +22.3% | +67.0% | -44.7% | +7.4% |
| 1Y | +39.4% | +145.5% | -106.1% | +12.0% |
| All | +130.8% | +421.3% | -290.5% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling