+88.6%
CCL vs BTSG
+493.4%
-404.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -1.2% | +6.0% | -7.2% | -2.9% |
| 30D | +13.1% | +12.4% | +0.7% | +9.0% |
| 3M | +3.4% | +18.2% | -14.9% | -2.4% |
| 6M | +18.7% | +26.0% | -7.3% | +7.9% |
| YTD | -2.3% | +90.1% | -92.4% | -22.9% |
| 1Y | +14.2% | +124.3% | -110.1% | -14.7% |
| All | +88.6% | +493.4% | -404.8% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling