-33.9%
BTDR vs CVE
+285.8%
-319.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.8% |
| 7D | +7.1% | -10.1% | +17.2% | +8.6% |
| 30D | -31.4% | -12.1% | -19.3% | -30.2% |
| 3M | -39.2% | -1.9% | -37.4% | -39.3% |
| 6M | -50.9% | -1.8% | -49.1% | -51.1% |
| YTD | -41.0% | +65.8% | -106.8% | -46.8% |
| 1Y | -69.9% | +60.8% | -130.8% | -72.8% |
| 3Y | +87.3% | +70.1% | +17.1% | +60.1% |
| 5Y | -33.6% | +134.8% | -168.4% | -42.9% |
| All | -33.9% | +285.8% | -319.7% | -42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling