+10.7%
CARR vs BTG
+78.0%
-67.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | -3.8% | -3.8% | 0.0% | -3.3% |
| 30D | -8.9% | +3.6% | -12.5% | -9.4% |
| 3M | -17.3% | +32.0% | -49.3% | -20.6% |
| 6M | -1.4% | +3.4% | -4.8% | -2.9% |
| YTD | +10.0% | +20.8% | -10.8% | +5.7% |
| 1Y | -6.4% | +22.4% | -28.8% | -10.9% |
| 3Y | +1.5% | +91.7% | -90.2% | -12.2% |
| All | +10.7% | +78.0% | -67.4% | -5.1% |
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