+18.6%
CP vs BTSG
+406.1%
-387.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.4% |
| 7D | -2.7% | +2.7% | -5.4% | -2.9% |
| 30D | +0.2% | -3.6% | +3.8% | +0.4% |
| 3M | +2.6% | +5.8% | -3.2% | +1.3% |
| 6M | +6.0% | +44.7% | -38.8% | +0.6% |
| YTD | +24.9% | +62.2% | -37.2% | +16.9% |
| 1Y | +20.1% | +152.1% | -132.0% | +6.0% |
| All | +18.6% | +406.1% | -387.5% | -0.8% |
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