+34.0%
CDE vs BTSG
+113.2%
-79.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.6% |
| 7D | -3.1% | -3.3% | +0.2% | -1.9% |
| 30D | +9.5% | -1.6% | +11.1% | +9.8% |
| 3M | +25.5% | -6.9% | +32.4% | +26.3% |
| 6M | -7.9% | +42.1% | -50.0% | -24.7% |
| YTD | +15.6% | +56.8% | -41.3% | -9.6% |
| 1Y | +34.0% | +109.8% | -75.8% | -4.6% |
| All | +34.0% | +113.2% | -79.1% | -4.6% |
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