+12.1%
CI vs BTSG
+112.2%
-100.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +1.2% | +6.0% | -4.9% | +0.6% |
| 30D | +2.6% | +12.4% | -9.8% | +1.4% |
| 3M | +7.4% | +18.2% | -10.8% | +5.6% |
| 6M | -0.1% | +26.0% | -26.1% | -3.0% |
| YTD | +9.7% | +90.1% | -80.4% | -2.2% |
| 1Y | +12.1% | +124.3% | -112.2% | -5.0% |
| All | +12.1% | +112.2% | -100.1% | -5.0% |
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