+748.2%
CMS vs BTG
+336.6%
+411.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.7% | -0.4% |
| 7D | -1.3% | -5.9% | +4.6% | -1.0% |
| 30D | +5.3% | -5.0% | +10.2% | +5.4% |
| 3M | -0.3% | -4.5% | +4.1% | -0.3% |
| 6M | -4.0% | -7.0% | +3.0% | -4.1% |
| YTD | +2.1% | +11.4% | -9.2% | +0.7% |
| 1Y | -4.7% | +20.1% | -24.9% | -6.5% |
| 3Y | +36.8% | +81.5% | -44.7% | +30.1% |
| 5Y | +34.9% | +32.1% | +2.7% | +29.4% |
| 10Y | +134.7% | +166.4% | -31.7% | +115.1% |
| All | +748.2% | +336.6% | +411.7% | +669.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling