-29.6%
CLS vs BTG
+24.4%
-54.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +8.7% | -17.8% | -12.4% |
| 7D | -21.1% | -0.2% | -20.9% | -21.3% |
| 30D | -38.2% | -0.8% | -37.4% | -38.0% |
| 3M | -36.3% | +31.8% | -68.1% | -43.5% |
| 6M | -43.8% | +20.4% | -64.2% | -48.8% |
| YTD | -20.0% | +14.7% | -34.7% | -32.2% |
| 1Y | -29.6% | +29.4% | -58.9% | -49.3% |
| All | -29.6% | +24.4% | -54.0% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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