+74.4%
CAPR vs BTG
+22.2%
+52.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.2% | -4.5% | -7.6% |
| 7D | +19.1% | -5.9% | +25.0% | +21.4% |
| 30D | +48.8% | -5.0% | +53.8% | +50.8% |
| 3M | +144.4% | -4.5% | +148.8% | +146.8% |
| 6M | -67.5% | -7.0% | -60.5% | -66.4% |
| YTD | -64.5% | +11.4% | -75.9% | -68.7% |
| 1Y | +74.4% | +20.1% | +54.3% | +38.8% |
| All | +74.4% | +22.2% | +52.3% | +38.8% |
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