-78.7%
CAPR vs BTG
+159.3%
-238.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -11.0% | -3.8% | -7.2% | -10.5% |
| 30D | +99.8% | +3.6% | +96.1% | +98.8% |
| 3M | -66.6% | +32.0% | -98.6% | -68.0% |
| 6M | -75.1% | +3.4% | -78.4% | -75.5% |
| YTD | -71.0% | +20.8% | -91.8% | -72.3% |
| 1Y | +30.0% | +22.4% | +7.6% | +23.1% |
| 3Y | +29.0% | +91.7% | -62.7% | +10.1% |
| 5Y | +70.8% | +79.0% | -8.2% | +45.4% |
| All | -78.7% | +159.3% | -238.0% | -81.8% |
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 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