+92.7%
CTVA vs BTSG
+421.3%
-328.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.7% |
| 7D | -2.1% | +5.7% | -7.8% | -2.9% |
| 30D | +12.0% | +0.2% | +11.8% | +11.9% |
| 3M | +13.5% | +5.6% | +7.8% | +13.1% |
| 6M | +12.1% | +50.8% | -38.7% | +6.4% |
| YTD | +29.0% | +67.0% | -38.0% | +20.6% |
| 1Y | +18.9% | +145.5% | -126.7% | +5.2% |
| All | +92.7% | +421.3% | -328.6% | +54.6% |
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 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