+604.8%
CRS vs BTG
+94.8%
+510.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -6.8% | -3.8% | -3.0% | -6.2% |
| 30D | -16.1% | +3.6% | -19.8% | -16.7% |
| 3M | -21.2% | +32.0% | -53.2% | -24.9% |
| 6M | +8.7% | +3.4% | +5.3% | +6.7% |
| YTD | +41.0% | +20.8% | +20.2% | +34.3% |
| 1Y | +82.7% | +22.4% | +60.3% | +72.0% |
| 3Y | +604.8% | +91.7% | +513.1% | +501.7% |
| All | +604.8% | +94.8% | +510.0% | +501.7% |
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