+144.0%
CMI vs BTSG
+389.4%
-245.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.9% |
| 7D | -0.7% | -3.3% | +2.6% | -0.1% |
| 30D | -12.4% | -1.6% | -10.8% | -12.3% |
| 3M | -14.8% | -6.9% | -7.9% | -14.1% |
| 6M | +0.8% | +42.1% | -41.3% | -7.2% |
| YTD | +10.2% | +56.8% | -46.6% | -0.7% |
| 1Y | +37.4% | +109.8% | -72.4% | +16.7% |
| All | +144.0% | +389.4% | -245.4% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling