-5.5%
CI vs BTG
+38.4%
-43.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | +1.3% | -0.9% | +2.2% | +1.3% |
| 30D | +4.4% | +36.8% | -32.4% | +4.3% |
| 3M | +0.7% | +23.1% | -22.4% | +0.2% |
| 6M | +0.3% | +3.5% | -3.1% | -0.7% |
| YTD | +3.8% | +25.5% | -21.7% | +5.0% |
| 1Y | -5.5% | +40.1% | -45.6% | -7.0% |
| All | -5.5% | +38.4% | -43.9% | -7.0% |
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