-38.5%
BTDR vs CVE
+156.5%
-195.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.7% | -14.5% | -13.0% |
| 7D | +15.4% | +4.6% | +10.8% | +14.7% |
| 30D | -33.4% | -12.0% | -21.4% | -32.3% |
| 3M | -32.0% | -3.8% | -28.3% | -31.8% |
| 6M | -52.2% | -2.7% | -49.5% | -52.2% |
| YTD | -45.3% | +73.6% | -118.9% | -51.6% |
| 1Y | -56.0% | +62.0% | -118.0% | -60.6% |
| 3Y | +54.4% | +72.7% | -18.3% | +28.7% |
| 5Y | -38.5% | +153.9% | -192.4% | -48.8% |
| All | -38.5% | +156.5% | -195.1% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling