+1,322.6%
CRM vs BTG
+373.5%
+949.0%
-69.0%
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 | -4.4% | -3.8% | -0.7% | -4.2% |
| 30D | +28.1% | +3.6% | +24.5% | +27.8% |
| 3M | +48.8% | +32.0% | +16.8% | +45.8% |
| 6M | +28.3% | +3.4% | +24.9% | +27.2% |
| YTD | -6.0% | +20.8% | -26.8% | -8.0% |
| 1Y | +1.4% | +22.4% | -21.0% | -1.1% |
| 3Y | +11.8% | +91.7% | -79.9% | +4.6% |
| 5Y | -2.0% | +79.0% | -81.0% | -8.5% |
| 10Y | +239.6% | +152.6% | +87.1% | +204.4% |
| All | +1,322.6% | +373.5% | +949.0% | +867.5% |
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