+3.1%
BTDR vs CVE
+99.6%
-96.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.3% | +3.8% |
| 7D | +20.0% | +2.5% | +17.5% | +20.2% |
| 30D | +11.9% | +16.7% | -4.8% | +13.7% |
| 3M | -36.9% | +9.3% | -46.2% | -34.7% |
| 6M | +56.5% | +43.6% | +12.9% | +47.3% |
| YTD | +10.4% | +93.6% | -83.1% | -9.9% |
| 1Y | +3.1% | +98.8% | -95.7% | -12.5% |
| All | +3.1% | +99.6% | -96.5% | -12.5% |
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