+22.1%
CNH vs BTSG
+421.3%
-399.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.0% | -8.6% | -6.0% |
| 7D | +8.8% | +5.7% | +3.1% | +7.9% |
| 30D | +24.7% | +0.2% | +24.4% | +24.5% |
| 3M | +27.3% | +5.6% | +21.7% | +25.5% |
| 6M | +23.2% | +50.8% | -27.6% | +14.6% |
| YTD | +48.9% | +67.0% | -18.1% | +36.2% |
| 1Y | +19.4% | +145.5% | -126.1% | +2.8% |
| All | +22.1% | +421.3% | -399.2% | -5.3% |
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 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