-10.0%
CRM vs BTSG
+389.4%
-399.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.8% |
| 7D | -4.4% | -3.3% | -1.1% | -4.2% |
| 30D | +28.1% | -1.6% | +29.7% | +28.2% |
| 3M | +48.8% | -6.9% | +55.7% | +48.5% |
| 6M | +28.3% | +42.1% | -13.8% | +19.1% |
| YTD | -6.0% | +56.8% | -62.8% | -14.5% |
| 1Y | +1.4% | +109.8% | -108.4% | -12.8% |
| All | -10.0% | +389.4% | -399.4% | -33.4% |
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