-39.9%
BTDR vs CVE
+283.9%
-323.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.6% | +13.9% | +13.4% |
| 7D | -10.4% | -16.1% | +5.8% | -8.3% |
| 30D | -42.2% | -10.4% | -31.8% | -41.4% |
| 3M | -42.8% | -2.4% | -40.5% | -42.8% |
| 6M | -60.2% | -4.4% | -55.7% | -60.1% |
| YTD | -46.3% | +64.9% | -111.3% | -51.6% |
| 1Y | -71.7% | +66.0% | -137.7% | -74.5% |
| 3Y | +54.6% | +57.7% | -3.0% | +31.7% |
| 5Y | -39.5% | +144.7% | -184.3% | -47.9% |
| All | -39.9% | +283.9% | -323.7% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling