+58.2%
CAPR vs BTG
+38.4%
+19.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | +139.2% | +36.8% | +102.4% | +128.7% |
| 3M | -66.4% | +23.1% | -89.5% | -67.3% |
| 6M | -63.1% | +3.5% | -66.6% | -63.4% |
| YTD | -67.4% | +25.5% | -92.9% | -68.8% |
| 1Y | +58.2% | +40.1% | +18.2% | +61.8% |
| All | +58.2% | +38.4% | +19.9% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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