+3,429.4%
CLS vs BTG
+392.0%
+3,037.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | +4.6% | -0.9% | +5.5% | +4.7% |
| 30D | -13.9% | +36.8% | -50.7% | -17.4% |
| 3M | -26.6% | +23.1% | -49.7% | -28.6% |
| 6M | +15.4% | +3.5% | +11.9% | +14.1% |
| YTD | +5.7% | +25.5% | -19.8% | +2.0% |
| 1Y | +41.1% | +40.1% | +1.0% | +34.6% |
| 3Y | +1,228.6% | +101.1% | +1,127.5% | +1,099.7% |
| 5Y | +3,240.6% | +70.6% | +3,170.1% | +2,934.9% |
| 10Y | +2,760.3% | +152.1% | +2,608.2% | +2,317.5% |
| All | +3,429.4% | +392.0% | +3,037.4% | +2,073.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling