-19.9%
COO vs BTG
+27.7%
-47.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.9% | -11.8% | -14.5% |
| 7D | -23.3% | -5.5% | -17.9% | -23.0% |
| 30D | -29.5% | +6.1% | -35.6% | -29.7% |
| 3M | -20.0% | +38.6% | -58.6% | -21.7% |
| 6M | -27.2% | +0.7% | -27.9% | -27.3% |
| YTD | -33.9% | +20.3% | -54.2% | -35.9% |
| 1Y | -19.9% | +25.0% | -45.0% | -22.8% |
| All | -19.9% | +27.7% | -47.6% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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