+2,953.7%
CLS vs BTG
+158.3%
+2,795.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.0% |
| 7D | +5.0% | -5.5% | +10.4% | +6.0% |
| 30D | +4.8% | +6.1% | -1.3% | +3.6% |
| 3M | -10.4% | +38.6% | -49.0% | -16.2% |
| 6M | +20.8% | +0.7% | +20.1% | +19.3% |
| YTD | +10.0% | +20.3% | -10.3% | +5.0% |
| 1Y | +28.5% | +25.0% | +3.5% | +21.8% |
| 3Y | +1,292.2% | +97.3% | +1,194.9% | +1,100.8% |
| 5Y | +3,616.8% | +78.3% | +3,538.5% | +3,105.5% |
| All | +2,953.7% | +158.3% | +2,795.4% | +2,482.8% |
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