+26.0%
CL vs BTSG
+476.3%
-450.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.5% | +1.4% |
| 7D | +0.5% | +4.4% | -3.8% | +0.5% |
| 30D | +11.6% | +8.5% | +3.1% | +11.5% |
| 3M | +5.6% | +10.8% | -5.2% | +5.5% |
| 6M | +13.2% | +26.1% | -13.0% | +12.9% |
| YTD | +26.9% | +84.6% | -57.7% | +26.7% |
| 1Y | +27.3% | +108.7% | -81.3% | +27.1% |
| All | +26.0% | +476.3% | -450.3% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling