+0.4%
CCL vs BTG
+74.4%
-74.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.5% |
| 7D | -4.3% | -5.8% | +1.5% | -3.3% |
| 30D | -19.0% | +5.7% | -24.7% | -19.9% |
| 3M | -13.1% | +38.1% | -51.2% | -18.4% |
| 6M | -13.3% | +0.3% | -13.6% | -14.6% |
| YTD | -25.2% | +19.9% | -45.1% | -28.9% |
| 1Y | -27.2% | +24.6% | -51.8% | -31.9% |
| 3Y | +49.2% | +96.6% | -47.4% | +24.0% |
| 5Y | +0.4% | +77.7% | -77.3% | -10.3% |
| All | +0.4% | +74.4% | -74.0% | -10.3% |
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