+659.4%
CLS vs BTSG
+505.2%
+154.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.4% |
| 7D | +2.8% | +4.0% | -1.3% | +1.3% |
| 30D | -30.1% | +15.3% | -45.3% | -34.2% |
| 3M | -21.7% | +25.4% | -47.2% | -29.3% |
| 6M | -36.2% | +31.9% | -68.1% | -43.7% |
| YTD | -17.8% | +93.9% | -111.7% | -38.0% |
| 1Y | -26.8% | +114.2% | -141.0% | -46.8% |
| All | +659.4% | +505.2% | +154.2% | +298.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling