+633.1%
CRS vs BTSG
+421.3%
+211.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -4.5% |
| 7D | -3.1% | +5.7% | -8.8% | -4.8% |
| 30D | -19.6% | +0.2% | -19.8% | -19.9% |
| 3M | -8.1% | +5.6% | -13.7% | -11.3% |
| 6M | +18.6% | +50.8% | -32.2% | +0.5% |
| YTD | +45.9% | +67.0% | -21.2% | +18.7% |
| 1Y | +82.5% | +145.5% | -63.1% | +29.3% |
| All | +633.1% | +421.3% | +211.8% | +293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling