+24.1%
CMS vs BTG
+72.2%
-48.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +0.7% |
| 7D | +1.2% | +4.8% | -3.6% | +0.8% |
| 30D | -3.2% | +8.3% | -11.5% | -3.9% |
| 3M | -2.2% | +32.3% | -34.5% | -5.0% |
| 6M | -9.4% | +3.0% | -12.4% | -10.3% |
| YTD | +0.7% | +21.9% | -21.2% | -2.6% |
| 1Y | +0.4% | +28.2% | -27.8% | -4.0% |
| 3Y | +35.2% | +99.9% | -64.7% | +19.8% |
| 5Y | +24.1% | +73.6% | -49.4% | +9.3% |
| All | +24.1% | +72.2% | -48.1% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling