-67.1%
CAPR vs BTG
+167.5%
-234.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.2% | -4.5% | -8.1% |
| 7D | +19.1% | -5.9% | +25.0% | +20.3% |
| 30D | +48.8% | -5.0% | +53.8% | +49.9% |
| 3M | +144.4% | -4.5% | +148.8% | +145.9% |
| 6M | -67.5% | -7.0% | -60.5% | -67.4% |
| YTD | -64.5% | +11.4% | -75.9% | -65.7% |
| 1Y | +74.4% | +20.1% | +54.3% | +67.0% |
| 3Y | +265.7% | +81.5% | +184.2% | +214.6% |
| 5Y | +196.0% | +32.1% | +163.8% | +164.2% |
| All | -67.1% | +167.5% | -234.6% | -73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling