+69.6%
CME vs BTSG
+493.4%
-423.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +3.9% | +6.0% | -2.1% | +4.1% |
| 30D | +11.3% | +12.4% | -1.1% | +11.6% |
| 3M | +19.6% | +18.2% | +1.3% | +19.9% |
| 6M | +8.1% | +26.0% | -18.0% | +8.4% |
| YTD | +20.4% | +90.1% | -69.7% | +21.3% |
| 1Y | +16.5% | +124.3% | -107.8% | +17.5% |
| All | +69.6% | +493.4% | -423.8% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling