+322.0%
CMG vs BTG
+159.3%
+162.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -2.1% | -3.8% | +1.7% | -1.8% |
| 30D | +10.9% | +3.6% | +7.3% | +10.6% |
| 3M | +15.8% | +32.0% | -16.2% | +13.4% |
| 6M | +6.9% | +3.4% | +3.6% | +6.1% |
| YTD | -2.2% | +20.8% | -22.9% | -4.3% |
| 1Y | -7.1% | +22.4% | -29.5% | -9.5% |
| 3Y | -7.1% | +91.7% | -98.8% | -13.4% |
| 5Y | -4.8% | +79.0% | -83.8% | -11.6% |
| All | +322.0% | +159.3% | +162.7% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling