+86.5%
BTDR vs CVE
+70.2%
+16.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.7% | +7.0% | +8.7% |
| 7D | +7.7% | +0.1% | +7.6% | +7.9% |
| 30D | -24.1% | -10.8% | -13.3% | -21.0% |
| 3M | -19.1% | -4.3% | -14.8% | -18.4% |
| 6M | -46.6% | -1.5% | -45.2% | -47.3% |
| YTD | -37.3% | +70.7% | -108.0% | -56.3% |
| 1Y | -53.2% | +58.1% | -111.3% | -65.9% |
| All | +86.5% | +70.2% | +16.2% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling