-99.6%
CAPR vs BTG
+355.9%
-455.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -2.4% | +28.9% | +26.7% |
| 7D | +25.8% | +1.4% | +24.4% | +25.7% |
| 30D | +50.2% | -1.1% | +51.3% | +50.3% |
| 3M | +185.5% | +2.5% | +183.0% | +184.8% |
| 6M | -64.8% | -3.1% | -61.8% | -64.9% |
| YTD | -61.1% | +16.3% | -77.4% | -62.0% |
| 1Y | +81.0% | +27.6% | +53.4% | +75.4% |
| 3Y | +300.7% | +89.5% | +211.2% | +267.6% |
| 5Y | +223.3% | +33.6% | +189.8% | +203.0% |
| 10Y | -58.8% | +178.2% | -237.0% | -63.5% |
| All | -99.6% | +355.9% | -455.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling