-64.8%
CAPR vs BTG
-2.3%
-62.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -2.4% | +28.9% | +27.1% |
| 7D | +25.8% | +1.4% | +24.4% | +25.8% |
| 30D | +50.2% | -1.1% | +51.3% | +49.7% |
| 3M | +185.5% | +2.5% | +183.0% | +182.2% |
| 6M | -64.8% | -3.1% | -61.8% | -59.8% |
| All | -64.8% | -2.3% | -62.5% | -59.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling