+33.9%
CCL vs BTG
+30.0%
+3.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -1.2% | -9.1% | +7.9% | +0.5% |
| 30D | +13.1% | -1.6% | +14.7% | +13.2% |
| 3M | +3.4% | -2.8% | +6.2% | +3.5% |
| 6M | +18.7% | -7.6% | +26.3% | +18.9% |
| YTD | -2.3% | +10.2% | -12.5% | -6.2% |
| 1Y | +14.2% | +21.3% | -7.1% | +7.6% |
| 3Y | +133.6% | +82.7% | +50.9% | +93.9% |
| All | +33.9% | +30.0% | +3.9% | +37.5% |
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