+185.5%
CAPR vs BTG
+2.9%
+182.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -2.4% | +28.9% | +27.9% |
| 7D | +25.8% | +1.4% | +24.4% | +25.6% |
| 30D | +50.2% | -1.1% | +51.3% | +49.7% |
| 3M | +185.5% | +2.5% | +183.0% | +177.3% |
| All | +185.5% | +2.9% | +182.6% | +177.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling