+7.1%
CRM vs BTSG
+152.4%
-145.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -2.0% |
| 7D | +1.3% | +2.7% | -1.4% | +1.4% |
| 30D | +34.3% | -3.6% | +38.0% | +34.1% |
| 3M | +37.7% | +5.8% | +31.9% | +37.0% |
| 6M | +34.9% | +44.7% | -9.8% | +32.9% |
| YTD | -1.6% | +62.2% | -63.8% | -3.8% |
| 1Y | +7.1% | +152.1% | -145.0% | +8.7% |
| All | +7.1% | +152.4% | -145.3% | +8.7% |
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