+116.4%
CFG vs BTSG
+476.3%
-359.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | 0.0% | +2.4% |
| 7D | +0.3% | +4.4% | -4.1% | -0.5% |
| 30D | +3.2% | +8.5% | -5.3% | +1.5% |
| 3M | -9.7% | +10.8% | -20.5% | -11.8% |
| 6M | +3.6% | +26.1% | -22.5% | -2.5% |
| YTD | +14.7% | +84.6% | -70.0% | -1.5% |
| 1Y | +29.6% | +108.7% | -79.1% | +8.2% |
| All | +116.4% | +476.3% | -359.8% | +39.9% |
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