-11.3%
CNC vs BTSG
+382.3%
-393.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.6% | +8.7% | +3.0% |
| 7D | -3.9% | -5.8% | +1.9% | -3.1% |
| 30D | +0.8% | 0.0% | +0.8% | +0.7% |
| 3M | +0.1% | -4.5% | +4.6% | 0.0% |
| 6M | +79.7% | +40.0% | +39.7% | +68.0% |
| YTD | +58.9% | +54.6% | +4.4% | +46.7% |
| 1Y | +109.1% | +106.1% | +3.0% | +85.8% |
| All | -11.3% | +382.3% | -393.7% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling