+25.3%
CRM vs BTSG
+37.1%
-11.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.6% | +6.2% | -1.4% |
| 7D | -8.1% | -5.8% | -2.3% | -8.8% |
| 30D | +23.1% | 0.0% | +23.1% | +23.2% |
| 3M | +42.5% | -4.5% | +47.0% | +42.3% |
| 6M | +25.3% | +40.0% | -14.7% | +31.6% |
| All | +25.3% | +37.1% | -11.8% | +31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling