+5.6%
CDE vs BTSG
+111.7%
-106.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.7% |
| 7D | +1.1% | +17.4% | -16.3% | -4.8% |
| 30D | -14.5% | +12.6% | -27.1% | -18.2% |
| 3M | -10.1% | +11.2% | -21.3% | -13.7% |
| 6M | -16.9% | +30.4% | -47.2% | -29.1% |
| YTD | -18.1% | +86.4% | -104.5% | -43.7% |
| 1Y | +5.6% | +117.9% | -112.3% | -33.0% |
| All | +5.6% | +111.7% | -106.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling