+350.3%
CRL vs BTG
+164.8%
+185.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +0.1% | -9.1% | +9.2% | +1.0% |
| 30D | +11.9% | -1.6% | +13.5% | +11.9% |
| 3M | +20.2% | -2.8% | +23.0% | +20.3% |
| 6M | +107.5% | -7.6% | +115.1% | +107.8% |
| YTD | +69.4% | +10.2% | +59.2% | +65.7% |
| 1Y | +99.7% | +21.3% | +78.5% | +93.6% |
| 3Y | +98.8% | +82.7% | +16.1% | +81.6% |
| 5Y | -12.4% | +30.8% | -43.2% | -18.6% |
| All | +350.3% | +164.8% | +185.4% | +325.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling