-42.6%
CCL vs BTG
+159.3%
-201.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | -3.2% | -3.8% | +0.5% | -2.9% |
| 30D | -17.8% | +3.6% | -21.4% | -18.1% |
| 3M | -18.7% | +32.0% | -50.7% | -20.9% |
| 6M | -11.4% | +3.4% | -14.8% | -12.3% |
| YTD | -24.3% | +20.8% | -45.1% | -26.1% |
| 1Y | -28.8% | +22.4% | -51.2% | -30.8% |
| 3Y | +49.3% | +91.7% | -42.4% | +38.9% |
| 5Y | +1.6% | +79.0% | -77.4% | -5.3% |
| All | -42.6% | +159.3% | -201.9% | -45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling