+13.1%
CL vs BTSG
+421.3%
-408.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.4% |
| 7D | -1.4% | +5.7% | -7.1% | -1.4% |
| 30D | -5.2% | +0.2% | -5.4% | -5.2% |
| 3M | +3.3% | +5.6% | -2.3% | +3.2% |
| 6M | -4.4% | +50.8% | -55.2% | -4.5% |
| YTD | +13.9% | +67.0% | -53.1% | +13.8% |
| 1Y | +7.6% | +145.5% | -137.9% | +7.4% |
| All | +13.1% | +421.3% | -408.2% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling