+34.6%
CP vs BTSG
+111.7%
-77.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | +5.6% | +17.4% | -11.8% | +5.0% |
| 30D | +10.0% | +12.6% | -2.5% | +9.6% |
| 3M | +4.4% | +11.2% | -6.8% | +3.9% |
| 6M | +14.1% | +30.4% | -16.3% | +11.5% |
| YTD | +29.1% | +86.4% | -57.3% | +22.4% |
| 1Y | +34.6% | +117.9% | -83.4% | +23.0% |
| All | +34.6% | +111.7% | -77.2% | +23.0% |
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