+133.5%
CFG vs BTSG
+406.1%
-272.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.2% |
| 7D | +1.5% | +2.7% | -1.2% | +1.0% |
| 30D | -3.8% | -3.6% | -0.2% | -3.3% |
| 3M | +11.5% | +5.8% | +5.7% | +9.1% |
| 6M | +19.2% | +44.7% | -25.5% | +8.2% |
| YTD | +23.7% | +62.2% | -38.5% | +9.2% |
| 1Y | +38.8% | +152.1% | -113.2% | +10.8% |
| All | +133.5% | +406.1% | -272.6% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling