+80.8%
CAPR vs BTG
+72.2%
+8.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.8% | -3.3% |
| 7D | -9.5% | +4.8% | -14.3% | -10.0% |
| 30D | +121.5% | +8.3% | +113.2% | +119.7% |
| 3M | -65.4% | +32.3% | -97.7% | -66.5% |
| 6M | -67.5% | +3.0% | -70.5% | -67.9% |
| YTD | -68.6% | +21.9% | -90.5% | -69.6% |
| 1Y | +42.7% | +28.2% | +14.5% | +37.1% |
| 3Y | +43.4% | +99.9% | -56.5% | +24.4% |
| All | +80.8% | +72.2% | +8.6% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling