-12.1%
CRL vs BTG
+30.0%
-42.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +0.1% | -9.1% | +9.2% | +1.4% |
| 30D | +11.9% | -1.6% | +13.5% | +12.0% |
| 3M | +20.2% | -2.8% | +23.0% | +20.3% |
| 6M | +107.5% | -7.6% | +115.1% | +108.2% |
| YTD | +69.4% | +10.2% | +59.2% | +64.0% |
| 1Y | +99.7% | +21.3% | +78.5% | +90.7% |
| 3Y | +98.8% | +82.7% | +16.1% | +70.9% |
| All | -12.1% | +30.0% | -42.1% | -15.9% |
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