+344.3%
CL vs BTG
+367.4%
-23.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.3% |
| 7D | +2.6% | +13.0% | -10.4% | +2.2% |
| 30D | +11.8% | +1.1% | +10.6% | +11.7% |
| 3M | +5.9% | +5.3% | +0.6% | +5.6% |
| 6M | +13.3% | +1.1% | +12.3% | +13.0% |
| YTD | +27.1% | +19.2% | +7.9% | +25.9% |
| 1Y | +28.0% | +31.5% | -3.5% | +26.3% |
| 3Y | +39.4% | +94.3% | -54.9% | +35.2% |
| 5Y | +40.8% | +41.8% | -1.0% | +37.2% |
| 10Y | +84.9% | +162.9% | -78.0% | +75.8% |
| All | +344.3% | +367.4% | -23.0% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling