+216.7%
CTVA vs BTG
+172.8%
+43.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 3M | +12.3% | +32.0% | -19.7% | +8.3% |
| 6M | +7.2% | +3.4% | +3.8% | +5.7% |
| YTD | +26.0% | +20.8% | +5.2% | +21.4% |
| 1Y | +16.0% | +22.4% | -6.4% | +10.9% |
| 3Y | +73.9% | +91.7% | -17.8% | +54.4% |
| 5Y | +103.8% | +79.0% | +24.8% | +80.7% |
| All | +216.7% | +172.8% | +43.9% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling