+778.3%
CI vs BTG
+392.0%
+386.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | +0.7% | +23.1% | -22.4% | -0.4% |
| 6M | +0.3% | +3.5% | -3.1% | -0.2% |
| YTD | +3.8% | +25.5% | -21.7% | +2.3% |
| 1Y | -5.5% | +40.1% | -45.6% | -7.6% |
| 3Y | +8.1% | +101.1% | -93.0% | +3.4% |
| 5Y | +42.8% | +70.6% | -27.8% | +36.7% |
| 10Y | +143.9% | +152.1% | -8.2% | +123.6% |
| All | +778.3% | +392.0% | +386.3% | +424.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling