+547.4%
BTSG vs CRL
+56.2%
+491.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +12.4% | +11.9% | +0.5% | +9.5% |
| 3M | +18.2% | +20.2% | -1.9% | +13.4% |
| 6M | +26.0% | +107.5% | -81.5% | +7.4% |
| YTD | +90.1% | +69.4% | +20.7% | +67.7% |
| 1Y | +124.3% | +99.7% | +24.5% | +90.5% |
| All | +547.4% | +56.2% | +491.1% | +475.3% |
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