-6.4%
CARR vs BTSG
+113.2%
-119.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.1% |
| 7D | -3.8% | -3.3% | -0.5% | -3.1% |
| 30D | -8.9% | -1.6% | -7.3% | -8.7% |
| 3M | -17.3% | -6.9% | -10.4% | -17.3% |
| 6M | -1.4% | +42.1% | -43.5% | -11.0% |
| YTD | +10.0% | +56.8% | -46.8% | -3.0% |
| 1Y | -6.4% | +109.8% | -116.2% | -23.7% |
| All | -6.4% | +113.2% | -119.5% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling