+143.1%
CMI vs BTSG
+416.6%
-273.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.7% | +2.9% | -2.2% | +0.1% |
| 30D | -12.3% | +0.9% | -13.2% | -12.6% |
| 3M | -16.8% | +1.6% | -18.4% | -17.6% |
| 6M | +1.5% | +46.8% | -45.3% | -7.1% |
| YTD | +9.8% | +65.5% | -55.7% | -2.1% |
| 1Y | +42.6% | +136.2% | -93.7% | +18.3% |
| All | +143.1% | +416.6% | -273.4% | +68.2% |
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