-37.2%
CRL vs BTG
+75.0%
-112.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.1% |
| 7D | -4.6% | +2.4% | -7.0% | -4.9% |
| 30D | +0.5% | +9.5% | -9.0% | -0.6% |
| 3M | +46.6% | +38.5% | +8.1% | +40.3% |
| 6M | +57.3% | +5.6% | +51.6% | +54.7% |
| YTD | +39.5% | +23.9% | +15.6% | +33.8% |
| 1Y | +76.9% | +32.1% | +44.7% | +67.1% |
| 3Y | +39.4% | +103.2% | -63.8% | +20.4% |
| 5Y | -37.2% | +79.7% | -116.9% | -42.8% |
| All | -37.2% | +75.0% | -112.2% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling