+433.9%
BTSG vs CRL
+28.6%
+405.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.1% |
| 7D | -3.3% | -3.5% | +0.3% | -2.6% |
| 30D | -1.6% | -2.1% | +0.6% | -1.2% |
| 3M | -6.9% | +48.0% | -54.9% | -14.4% |
| 6M | +42.1% | +64.7% | -22.6% | +26.8% |
| YTD | +56.8% | +39.5% | +17.3% | +44.5% |
| 1Y | +109.8% | +74.2% | +35.6% | +83.3% |
| All | +433.9% | +28.6% | +405.3% | +395.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling