+31.8%
CLS vs BTSG
+134.9%
-103.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | +20.1% | +2.9% | +17.2% | +18.3% |
| 30D | +6.0% | +0.9% | +5.2% | +5.2% |
| 3M | -10.3% | +1.6% | -11.9% | -12.3% |
| 6M | +24.5% | +46.8% | -22.3% | -2.7% |
| YTD | +12.9% | +65.5% | -52.7% | -17.6% |
| All | +31.8% | +134.9% | -103.1% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling