-2.9%
BTDR vs CVE
+72.1%
-75.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.3% | +4.4% |
| 7D | +20.0% | +2.5% | +17.5% | +18.9% |
| 30D | +11.9% | +16.7% | -4.8% | +5.5% |
| 3M | -36.9% | +9.3% | -46.2% | -39.1% |
| 6M | +56.5% | +43.6% | +12.9% | +28.8% |
| YTD | +10.4% | +93.6% | -83.1% | -23.3% |
| 1Y | +3.1% | +98.8% | -95.7% | -30.0% |
| All | -2.9% | +72.1% | -75.0% | -46.8% |
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