+26.7%
BTDR vs CVE
+361.9%
-335.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.0% |
| 7D | +22.4% | +0.2% | +22.2% | +22.4% |
| 30D | +16.5% | +17.5% | -1.0% | +13.9% |
| 3M | -31.5% | +16.2% | -47.7% | -32.9% |
| 6M | +74.0% | +47.8% | +26.3% | +62.1% |
| YTD | +13.0% | +98.5% | -85.5% | -0.3% |
| 1Y | -0.2% | +109.8% | -110.0% | -12.8% |
| 3Y | +9.9% | +75.5% | -65.6% | -8.7% |
| 5Y | +28.1% | +341.6% | -313.5% | +9.3% |
| All | +26.7% | +361.9% | -335.2% | +8.4% |
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