+18.0%
CI vs BTG
+24.4%
-6.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.7% | -5.3% | +3.1% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | +12.6% | -0.8% | +13.4% | +12.5% |
| 3M | +12.1% | +31.8% | -19.8% | +10.6% |
| 6M | +10.6% | +20.4% | -9.9% | +9.3% |
| YTD | +12.8% | +14.7% | -1.9% | +11.5% |
| 1Y | +18.0% | +29.4% | -11.3% | +17.2% |
| All | +18.0% | +24.4% | -6.4% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling