-69.4%
BTDR vs CVE
+73.4%
-142.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.6% | +2.0% | -6.7% |
| 7D | -17.6% | -12.1% | -5.5% | -19.2% |
| 30D | -40.3% | -9.8% | -30.5% | -41.0% |
| 3M | -42.6% | -0.7% | -41.9% | -41.9% |
| 6M | -46.3% | -4.3% | -42.0% | -44.9% |
| YTD | -41.7% | +70.6% | -112.3% | -50.0% |
| 1Y | -69.4% | +73.2% | -142.6% | -74.2% |
| All | -69.4% | +73.4% | -142.8% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling