+1,350.3%
CRS vs BTG
+78.0%
+1,272.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -6.8% | -3.8% | -3.0% | -6.0% |
| 30D | -16.1% | +3.6% | -19.8% | -16.9% |
| 3M | -21.2% | +32.0% | -53.2% | -26.3% |
| 6M | +8.7% | +3.4% | +5.3% | +6.2% |
| YTD | +41.0% | +20.8% | +20.2% | +31.5% |
| 1Y | +82.7% | +22.4% | +60.3% | +67.7% |
| 3Y | +604.8% | +91.7% | +513.1% | +453.0% |
| All | +1,350.3% | +78.0% | +1,272.3% | +1,105.2% |
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