+608.6%
CRS vs BTSG
+389.4%
+219.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.6% |
| 7D | -6.8% | -3.3% | -3.5% | -5.9% |
| 30D | -16.1% | -1.6% | -14.5% | -16.0% |
| 3M | -21.2% | -6.9% | -14.3% | -20.8% |
| 6M | +8.7% | +42.1% | -33.4% | -6.2% |
| YTD | +41.0% | +56.8% | -15.8% | +17.0% |
| 1Y | +82.7% | +109.8% | -27.2% | +36.5% |
| All | +608.6% | +389.4% | +219.1% | +287.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling