+116.0%
CMS vs BTG
+159.3%
-43.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.9% | -3.8% | +1.8% | -1.6% |
| 30D | -4.1% | +3.6% | -7.7% | -4.5% |
| 3M | -7.1% | +32.0% | -39.1% | -9.6% |
| 6M | -10.1% | +3.4% | -13.4% | -11.0% |
| YTD | -1.7% | +20.8% | -22.5% | -4.6% |
| 1Y | -3.4% | +22.4% | -25.8% | -6.7% |
| 3Y | +31.6% | +91.7% | -60.2% | +19.8% |
| 5Y | +23.3% | +79.0% | -55.7% | +11.8% |
| All | +116.0% | +159.3% | -43.2% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling