+876.4%
CLS vs BTSG
+406.1%
+470.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | +4.6% | +2.7% | +1.9% | +3.4% |
| 30D | -13.9% | -3.6% | -10.3% | -12.5% |
| 3M | -26.6% | +5.8% | -32.4% | -28.5% |
| 6M | +15.4% | +44.7% | -29.3% | -1.3% |
| YTD | +5.7% | +62.2% | -56.5% | -13.7% |
| 1Y | +41.1% | +152.1% | -111.0% | -2.0% |
| All | +876.4% | +406.1% | +470.3% | +454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling