+34.9%
CMS vs BTSG
+495.4%
-460.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -1.3% | +8.5% | -9.8% | -1.4% |
| 30D | +5.3% | +14.0% | -8.8% | +5.0% |
| 3M | -0.3% | +19.7% | -20.1% | -0.7% |
| 6M | -4.0% | +28.7% | -32.8% | -4.6% |
| YTD | +2.1% | +90.8% | -88.7% | +0.5% |
| 1Y | -4.7% | +112.4% | -117.1% | -6.5% |
| All | +34.9% | +495.4% | -460.5% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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