+12.1%
CNH vs BTSG
+505.2%
-493.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +6.7% | +4.0% | +2.6% | +6.0% |
| 30D | +7.2% | +15.3% | -8.0% | +4.7% |
| 3M | +17.5% | +25.4% | -7.9% | +13.1% |
| 6M | +15.0% | +31.9% | -16.9% | +9.2% |
| YTD | +36.8% | +93.9% | -57.1% | +21.9% |
| 1Y | +27.6% | +114.2% | -86.5% | +12.0% |
| All | +12.1% | +505.2% | -493.0% | -15.3% |
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