+56.1%
CDE vs BTG
+159.3%
-103.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.8% |
| 7D | -3.1% | -3.8% | +0.6% | +0.4% |
| 30D | +9.5% | +3.6% | +5.8% | +5.9% |
| 3M | +25.5% | +32.0% | -6.5% | -3.9% |
| 6M | -7.9% | +3.4% | -11.3% | -12.5% |
| YTD | +15.6% | +20.8% | -5.2% | -5.5% |
| 1Y | +34.0% | +22.4% | +11.6% | +8.3% |
| 3Y | +791.9% | +91.7% | +700.2% | +377.4% |
| 5Y | +197.7% | +79.0% | +118.7% | +79.8% |
| All | +56.1% | +159.3% | -103.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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