+1,930.5%
CMG vs BTG
+371.8%
+1,558.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.4% |
| 7D | -3.8% | -5.5% | +1.6% | -3.6% |
| 30D | +12.9% | +6.1% | +6.8% | +12.6% |
| 3M | +18.8% | +38.6% | -19.9% | +16.7% |
| 6M | +4.1% | +0.7% | +3.4% | +3.6% |
| YTD | -2.4% | +20.3% | -22.7% | -3.8% |
| 1Y | -6.7% | +25.0% | -31.7% | -8.4% |
| 3Y | -7.1% | +97.3% | -104.4% | -11.5% |
| 5Y | -5.0% | +78.3% | -83.3% | -9.5% |
| 10Y | +323.5% | +151.6% | +171.9% | +293.4% |
| All | +1,930.5% | +371.8% | +1,558.7% | +1,371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling