+148.6%
CVE vs BTG
+164.8%
-16.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +5.9% | -9.1% | +15.0% | +7.1% |
| 30D | -10.9% | -1.6% | -9.2% | -11.0% |
| 3M | -4.5% | -2.8% | -1.7% | -4.9% |
| 6M | -1.0% | -7.6% | +6.6% | -1.3% |
| YTD | +74.7% | +10.2% | +64.5% | +67.1% |
| 1Y | +65.8% | +21.3% | +44.6% | +55.9% |
| 3Y | +73.2% | +82.7% | -9.5% | +47.7% |
| 5Y | +155.6% | +30.8% | +124.8% | +125.6% |
| All | +148.6% | +164.8% | -16.3% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling