-5.8%
CI vs BTSG
+147.4%
-153.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.0% |
| 7D | -1.1% | +2.9% | -4.0% | -1.4% |
| 30D | +0.5% | +0.9% | -0.4% | +0.3% |
| 3M | -5.2% | +1.6% | -6.8% | -5.7% |
| 6M | +4.3% | +46.8% | -42.5% | -3.1% |
| YTD | +2.8% | +65.5% | -62.7% | -7.4% |
| 1Y | -5.8% | +136.2% | -142.0% | -15.7% |
| All | -5.8% | +147.4% | -153.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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