-10.0%
CNC vs BTSG
+389.4%
-399.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | -0.9% | -3.3% | +2.4% | -0.6% |
| 30D | -1.0% | -1.6% | +0.6% | -0.9% |
| 3M | +4.5% | -6.9% | +11.4% | +4.8% |
| 6M | +85.2% | +42.1% | +43.1% | +72.9% |
| YTD | +61.4% | +56.8% | +4.6% | +48.7% |
| 1Y | +94.9% | +109.8% | -14.9% | +72.7% |
| All | -10.0% | +389.4% | -399.4% | -30.0% |
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