-22.6%
CMG vs BTSG
+416.6%
-439.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -6.5% | +2.9% | -9.4% | -6.9% |
| 30D | +12.1% | +0.9% | +11.2% | +11.8% |
| 3M | +20.6% | +1.6% | +19.0% | +19.8% |
| 6M | +2.1% | +46.8% | -44.7% | -5.1% |
| YTD | -2.6% | +65.5% | -68.1% | -11.7% |
| 1Y | -8.7% | +136.2% | -144.9% | -22.2% |
| All | -22.6% | +416.6% | -439.1% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling