+468.7%
BTSG vs CRL
+29.8%
+439.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.5% |
| 7D | +5.7% | -0.6% | +6.3% | +5.8% |
| 30D | +0.2% | +5.0% | -4.8% | -0.9% |
| 3M | +5.6% | +50.6% | -45.0% | -3.2% |
| 6M | +50.8% | +60.9% | -10.1% | +35.2% |
| YTD | +67.0% | +40.7% | +26.3% | +53.6% |
| 1Y | +145.5% | +73.3% | +72.2% | +114.6% |
| All | +468.7% | +29.8% | +439.0% | +426.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling