+34.8%
CMS vs BTSG
+459.6%
-424.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.4% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +7.2% | +5.3% | +1.9% | +7.1% |
| 3M | -1.3% | +10.8% | -12.1% | -1.5% |
| 6M | -4.3% | +27.3% | -31.6% | -4.9% |
| YTD | +2.1% | +79.3% | -77.2% | +0.6% |
| 1Y | -0.6% | +106.0% | -106.6% | -2.4% |
| All | +34.8% | +459.6% | -424.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling