+117.9%
BTSG vs CRL
+85.3%
+32.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | +0.8% |
| 7D | +17.4% | -12.8% | +30.1% | +19.1% |
| 30D | +12.6% | +5.0% | +7.6% | +11.2% |
| 3M | +11.2% | +39.4% | -28.2% | +4.8% |
| 6M | +30.4% | +89.4% | -59.0% | +16.2% |
| YTD | +86.4% | +63.6% | +22.8% | +68.8% |
| 1Y | +117.9% | +83.5% | +34.5% | +92.6% |
| All | +117.9% | +85.3% | +32.6% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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