+77.7%
CRL vs BTG
+38.4%
+39.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.5% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | +10.7% | +36.8% | -26.2% | +7.2% |
| 3M | +55.3% | +23.1% | +32.2% | +51.7% |
| 6M | +60.7% | +3.5% | +57.2% | +58.7% |
| YTD | +44.6% | +25.5% | +19.1% | +40.0% |
| 1Y | +77.7% | +40.1% | +37.7% | +76.3% |
| All | +77.7% | +38.4% | +39.4% | +76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling