+49.0%
CCL vs BTG
+99.9%
-50.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.4% |
| 7D | -4.4% | +2.4% | -6.8% | -4.7% |
| 30D | -18.2% | +9.5% | -27.7% | -19.4% |
| 3M | -17.7% | +38.5% | -56.2% | -22.0% |
| 6M | -13.0% | +5.6% | -18.7% | -15.0% |
| YTD | -24.5% | +23.9% | -48.4% | -27.8% |
| 1Y | -26.9% | +32.1% | -59.1% | -31.2% |
| All | +49.0% | +99.9% | -50.9% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling