+6.9%
CNH vs BTSG
+493.4%
-486.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +3.0% | +6.0% | -3.0% | +2.0% |
| 30D | -0.6% | +12.4% | -13.0% | -2.5% |
| 3M | +14.6% | +18.2% | -3.6% | +11.3% |
| 6M | +11.8% | +26.0% | -14.3% | +6.9% |
| YTD | +30.4% | +90.1% | -59.7% | +16.6% |
| 1Y | +19.1% | +124.3% | -105.2% | +3.8% |
| All | +6.9% | +493.4% | -486.5% | -18.9% |
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