+1,914.6%
CLS vs BTG
+164.8%
+1,749.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.2% |
| 7D | +16.3% | -9.1% | +25.4% | +18.3% |
| 30D | -25.7% | -1.6% | -24.1% | -25.7% |
| 3M | -30.9% | -2.8% | -28.1% | -30.7% |
| 6M | -35.5% | -7.6% | -27.9% | -35.1% |
| YTD | -18.7% | +10.2% | -28.9% | -21.5% |
| 1Y | -17.9% | +21.3% | -39.2% | -21.8% |
| 3Y | +838.1% | +82.7% | +755.4% | +715.3% |
| 5Y | +1,971.9% | +30.8% | +1,941.1% | +1,756.2% |
| All | +1,914.6% | +164.8% | +1,749.8% | +1,591.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling