+45.7%
CCL vs BTSG
+416.6%
-370.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.9% |
| 7D | -4.4% | +2.9% | -7.3% | -5.3% |
| 30D | -18.2% | +0.9% | -19.1% | -18.7% |
| 3M | -17.7% | +1.6% | -19.3% | -19.5% |
| 6M | -13.0% | +46.8% | -59.8% | -25.2% |
| YTD | -24.5% | +65.5% | -90.0% | -37.7% |
| 1Y | -26.9% | +136.2% | -163.2% | -46.2% |
| All | +45.7% | +416.6% | -370.9% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling