+35.1%
CMS vs BTG
+105.8%
-70.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +0.4% | -0.9% | +1.2% | +0.4% |
| 30D | -3.6% | +36.8% | -40.4% | -5.6% |
| 3M | -1.9% | +23.1% | -25.0% | -3.4% |
| 6M | -11.0% | +3.5% | -14.4% | -11.5% |
| YTD | +0.2% | +25.5% | -25.3% | -2.3% |
| 1Y | -1.3% | +40.1% | -41.4% | -5.2% |
| All | +35.1% | +105.8% | -70.7% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling