-27.2%
CCL vs BTSG
+119.4%
-146.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | +1.0% |
| 7D | -4.3% | -5.8% | +1.5% | -2.7% |
| 30D | -19.0% | 0.0% | -19.0% | -19.3% |
| 3M | -13.1% | -4.5% | -8.6% | -14.7% |
| 6M | -13.3% | +40.0% | -53.3% | -28.4% |
| YTD | -25.2% | +54.6% | -79.8% | -40.6% |
| 1Y | -27.2% | +106.1% | -133.3% | -46.6% |
| All | -27.2% | +119.4% | -146.6% | -46.6% |
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