-13.2%
CNC vs BTSG
+416.6%
-429.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -4.9% | +2.9% | -7.8% | -5.3% |
| 30D | -3.8% | +0.9% | -4.6% | -4.0% |
| 3M | -3.2% | +1.6% | -4.9% | -4.1% |
| 6M | +47.9% | +46.8% | +1.1% | +37.6% |
| YTD | +55.7% | +65.5% | -9.9% | +42.4% |
| 1Y | +106.2% | +136.2% | -30.0% | +79.9% |
| All | -13.2% | +416.6% | -429.7% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling