+28.0%
CNH vs BTSG
+152.4%
-124.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.2% | +4.2% |
| 7D | +23.3% | +2.7% | +20.6% | +22.8% |
| 30D | +33.5% | -3.6% | +37.1% | +34.0% |
| 3M | +32.7% | +5.8% | +26.9% | +30.7% |
| 6M | +22.2% | +44.7% | -22.6% | +14.5% |
| YTD | +57.7% | +62.2% | -4.5% | +46.0% |
| 1Y | +28.0% | +152.1% | -124.1% | +17.5% |
| All | +28.0% | +152.4% | -124.4% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling