+10.9%
CMG vs BTSG
+111.7%
-100.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | +22.5% | +17.4% | +5.1% | +20.0% |
| 30D | +14.1% | +12.6% | +1.5% | +12.3% |
| 3M | +4.1% | +11.2% | -7.1% | +2.5% |
| 6M | +10.1% | +30.4% | -20.3% | +7.1% |
| YTD | -4.9% | +86.4% | -91.2% | -13.4% |
| 1Y | +10.9% | +117.9% | -107.0% | -5.0% |
| All | +10.9% | +111.7% | -100.8% | -5.0% |
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