+142.1%
CI vs BTG
+159.3%
-17.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -0.1% | -3.8% | +3.7% | 0.0% |
| 30D | +1.8% | +3.6% | -1.9% | +1.6% |
| 3M | -4.2% | +32.0% | -36.3% | -5.1% |
| 6M | +8.8% | +3.4% | +5.5% | +8.4% |
| YTD | +3.7% | +20.8% | -17.0% | +2.8% |
| 1Y | -6.1% | +22.4% | -28.5% | -7.2% |
| 3Y | +4.5% | +91.7% | -87.2% | +1.4% |
| 5Y | +50.5% | +79.0% | -28.5% | +46.0% |
| All | +142.1% | +159.3% | -17.1% | +134.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling