+333.0%
CRL vs BTG
+373.5%
-40.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.9% |
| 7D | -3.5% | -3.8% | +0.2% | -3.3% |
| 30D | -2.1% | +3.6% | -5.8% | -2.4% |
| 3M | +48.0% | +32.0% | +15.9% | +45.3% |
| 6M | +64.7% | +3.4% | +61.4% | +63.7% |
| YTD | +39.5% | +20.8% | +18.7% | +37.0% |
| 1Y | +74.2% | +22.4% | +51.8% | +70.6% |
| 3Y | +39.4% | +91.7% | -52.3% | +31.8% |
| 5Y | -36.9% | +79.0% | -115.9% | -40.4% |
| 10Y | +253.3% | +152.6% | +100.7% | +224.0% |
| All | +333.0% | +373.5% | -40.6% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling