+42.7%
CI vs BTG
+75.0%
-32.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.8% |
| 7D | -1.1% | +2.4% | -3.5% | -1.2% |
| 30D | +0.5% | +9.5% | -9.0% | +0.1% |
| 3M | -5.2% | +38.5% | -43.7% | -6.3% |
| 6M | +4.3% | +5.6% | -1.3% | +3.7% |
| YTD | +2.8% | +23.9% | -21.1% | +1.6% |
| 1Y | -5.8% | +32.1% | -37.9% | -7.5% |
| 3Y | +4.7% | +103.2% | -98.5% | -0.2% |
| 5Y | +42.7% | +79.7% | -37.0% | +38.6% |
| All | +42.7% | +75.0% | -32.4% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling