+98.8%
CRL vs BTG
+82.1%
+16.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +0.1% | -9.1% | +9.2% | +1.1% |
| 30D | +11.9% | -1.6% | +13.5% | +12.0% |
| 3M | +20.2% | -2.8% | +23.0% | +20.4% |
| 6M | +107.5% | -7.6% | +115.1% | +108.3% |
| YTD | +69.4% | +10.2% | +59.2% | +66.3% |
| 1Y | +99.7% | +21.3% | +78.5% | +94.6% |
| 3Y | +98.8% | +82.7% | +16.1% | +87.5% |
| All | +98.8% | +82.1% | +16.7% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling