+3,682.3%
CLS vs BTG
+75.0%
+3,607.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | +20.1% | +2.4% | +17.7% | +19.4% |
| 30D | +6.0% | +9.5% | -3.4% | +3.6% |
| 3M | -10.3% | +38.5% | -48.8% | -18.2% |
| 6M | +24.5% | +5.6% | +18.9% | +20.7% |
| YTD | +12.9% | +23.9% | -11.1% | +4.8% |
| 1Y | +36.7% | +32.1% | +4.5% | +24.9% |
| 3Y | +1,328.1% | +103.2% | +1,224.9% | +1,045.0% |
| 5Y | +3,682.3% | +79.7% | +3,602.6% | +3,147.3% |
| All | +3,682.3% | +75.0% | +3,607.3% | +3,147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling