+24.2%
CL vs BTSG
+459.6%
-435.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.1% | -2.2% |
| 7D | +1.3% | +0.4% | +0.9% | +1.3% |
| 30D | +11.4% | +5.3% | +6.1% | +11.3% |
| 3M | +4.4% | +10.8% | -6.4% | +4.4% |
| 6M | +10.8% | +27.3% | -16.5% | +10.5% |
| YTD | +25.1% | +79.3% | -54.2% | +24.9% |
| 1Y | +28.0% | +106.0% | -78.0% | +27.7% |
| All | +24.2% | +459.6% | -435.4% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling