+39.8%
CMS vs BTG
+82.1%
-42.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | +1.7% | -9.1% | +10.8% | +2.2% |
| 30D | +6.2% | -1.6% | +7.8% | +6.1% |
| 3M | +0.6% | -2.8% | +3.4% | +0.5% |
| 6M | -1.8% | -7.6% | +5.8% | -1.6% |
| YTD | +3.8% | +10.2% | -6.4% | +1.9% |
| 1Y | -1.8% | +21.3% | -23.0% | -4.4% |
| 3Y | +39.8% | +82.7% | -42.9% | +28.5% |
| All | +39.8% | +82.1% | -42.2% | +28.5% |
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