+1,299.5%
CRS vs BTG
+385.9%
+913.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -0.5% | +2.4% | -2.9% | -0.8% |
| 30D | -18.1% | +9.5% | -27.6% | -19.1% |
| 3M | -12.4% | +38.5% | -50.9% | -16.4% |
| 6M | +15.9% | +5.6% | +10.3% | +14.0% |
| YTD | +45.8% | +23.9% | +21.9% | +39.8% |
| 1Y | +87.8% | +32.1% | +55.6% | +77.7% |
| 3Y | +648.7% | +103.2% | +545.5% | +560.7% |
| 5Y | +1,416.6% | +79.7% | +1,336.9% | +1,246.7% |
| 10Y | +1,412.7% | +159.1% | +1,253.6% | +1,125.3% |
| All | +1,299.5% | +385.9% | +913.7% | +1,038.5% |
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