+19.6%
CME vs BTSG
+111.7%
-92.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +4.8% | +17.4% | -12.6% | +5.6% |
| 30D | +14.2% | +12.6% | +1.6% | +14.7% |
| 3M | +17.9% | +11.2% | +6.7% | +18.4% |
| 6M | +7.2% | +30.4% | -23.1% | +8.7% |
| YTD | +16.7% | +86.4% | -69.7% | +20.3% |
| 1Y | +19.6% | +117.9% | -98.4% | +23.9% |
| All | +19.6% | +111.7% | -92.2% | +23.9% |
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