+651.3%
CLS vs BTSG
+493.4%
+157.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | +16.3% | +6.0% | +10.2% | +13.4% |
| 30D | -25.7% | +12.4% | -38.1% | -29.3% |
| 3M | -30.9% | +18.2% | -49.1% | -36.0% |
| 6M | -35.5% | +26.0% | -61.5% | -42.0% |
| YTD | -18.7% | +90.1% | -108.8% | -38.1% |
| 1Y | -17.9% | +124.3% | -142.2% | -41.4% |
| All | +651.3% | +493.4% | +157.9% | +297.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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