+30.0%
CAPR vs BTG
+25.2%
+4.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -11.0% | -3.8% | -7.2% | -10.4% |
| 30D | +99.8% | +3.6% | +96.1% | +98.6% |
| 3M | -66.6% | +32.0% | -98.6% | -67.9% |
| 6M | -75.1% | +3.4% | -78.4% | -75.2% |
| YTD | -71.0% | +20.8% | -91.8% | -72.1% |
| 1Y | +30.0% | +22.4% | +7.6% | +26.9% |
| All | +30.0% | +25.2% | +4.7% | +26.9% |
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