-7.1%
CMG vs BTG
+94.8%
-102.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -2.1% | -3.8% | +1.7% | -1.9% |
| 30D | +10.9% | +3.6% | +7.3% | +10.7% |
| 3M | +15.8% | +32.0% | -16.2% | +14.3% |
| 6M | +6.9% | +3.4% | +3.6% | +6.3% |
| YTD | -2.2% | +20.8% | -22.9% | -3.5% |
| 1Y | -7.1% | +22.4% | -29.5% | -8.7% |
| 3Y | -7.1% | +91.7% | -98.8% | -9.6% |
| All | -7.1% | +94.8% | -102.0% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling