-69.4%
CAPR vs BTG
+164.8%
-234.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.8% |
| 7D | +5.9% | -9.1% | +15.0% | +7.5% |
| 30D | +44.6% | -1.6% | +46.2% | +45.0% |
| 3M | +126.4% | -2.8% | +129.2% | +127.3% |
| 6M | -68.6% | -7.6% | -61.0% | -68.4% |
| YTD | -67.0% | +10.2% | -77.2% | -68.0% |
| 1Y | +65.2% | +21.3% | +43.9% | +58.0% |
| 3Y | +235.6% | +82.7% | +152.9% | +188.2% |
| 5Y | +175.4% | +30.8% | +144.6% | +146.2% |
| All | -69.4% | +164.8% | -234.2% | -75.4% |
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