+18.0%
CP vs BTSG
+421.3%
-403.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.8% |
| 7D | +2.4% | +5.7% | -3.3% | +1.9% |
| 30D | -0.5% | +0.2% | -0.7% | -0.6% |
| 3M | +1.4% | +5.6% | -4.2% | +0.2% |
| 6M | +10.3% | +50.8% | -40.5% | +4.3% |
| YTD | +24.3% | +67.0% | -42.8% | +15.9% |
| 1Y | +20.4% | +145.5% | -125.1% | +6.8% |
| All | +18.0% | +421.3% | -403.4% | -1.6% |
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