+33.0%
CMS vs BTSG
+421.3%
-388.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.4% |
| 7D | +1.2% | +5.7% | -4.5% | +1.1% |
| 30D | -3.2% | +0.2% | -3.4% | -3.2% |
| 3M | -2.2% | +5.6% | -7.8% | -2.4% |
| 6M | -9.4% | +50.8% | -60.2% | -10.4% |
| YTD | +0.7% | +67.0% | -66.4% | -0.7% |
| 1Y | +0.4% | +145.5% | -145.2% | -2.0% |
| All | +33.0% | +421.3% | -388.4% | +23.6% |
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