-99.6%
CAPR vs BTG
+392.0%
-491.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | -2.0% | -0.9% | -1.1% | -2.0% |
| 30D | +139.2% | +36.8% | +102.4% | +132.6% |
| 3M | -66.4% | +23.1% | -89.5% | -67.1% |
| 6M | -63.1% | +3.5% | -66.6% | -63.5% |
| YTD | -67.4% | +25.5% | -92.9% | -68.4% |
| 1Y | +58.2% | +40.1% | +18.2% | +51.6% |
| 3Y | +42.2% | +101.1% | -58.9% | +29.7% |
| 5Y | +87.3% | +70.6% | +16.7% | +72.0% |
| 10Y | -75.3% | +152.1% | -227.4% | -78.1% |
| All | -99.6% | +392.0% | -491.6% | -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