+105.1%
CTVA vs BTG
+78.0%
+27.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -4.5% | -3.8% | -0.8% | -4.1% |
| 30D | +11.3% | +3.6% | +7.7% | +10.6% |
| 3M | +12.3% | +32.0% | -19.7% | +7.5% |
| 6M | +7.2% | +3.4% | +3.8% | +5.6% |
| YTD | +26.0% | +20.8% | +5.2% | +20.4% |
| 1Y | +16.0% | +22.4% | -6.4% | +9.5% |
| 3Y | +73.9% | +91.7% | -17.8% | +48.1% |
| All | +105.1% | +78.0% | +27.1% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling