+33.1%
CAPR vs BTG
+99.9%
-66.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.7% |
| 7D | -12.6% | +2.4% | -15.0% | -12.8% |
| 30D | +124.4% | +9.5% | +114.9% | +123.5% |
| 3M | -66.8% | +38.5% | -105.3% | -67.2% |
| 6M | -71.8% | +5.6% | -77.4% | -72.0% |
| YTD | -70.1% | +23.9% | -94.0% | -70.3% |
| 1Y | +33.3% | +32.1% | +1.2% | +34.3% |
| All | +33.1% | +99.9% | -66.8% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling