+651.4%
CDE vs BTSG
+382.3%
+269.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.6% | +3.5% | -1.3% |
| 7D | -6.1% | -5.8% | -0.3% | -4.5% |
| 30D | +9.5% | 0.0% | +9.5% | +9.2% |
| 3M | +32.0% | -4.5% | +36.5% | +32.7% |
| 6M | -12.8% | +40.0% | -52.8% | -21.2% |
| YTD | +14.2% | +54.6% | -40.3% | +0.7% |
| 1Y | +36.3% | +106.1% | -69.8% | +12.7% |
| All | +651.4% | +382.3% | +269.1% | +385.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling