+130.1%
CVE vs BTG
+148.3%
-18.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -0.1% |
| 7D | -10.1% | +19.1% | -29.1% | -12.2% |
| 30D | -12.1% | +8.2% | -20.3% | -13.2% |
| 3M | -1.9% | +13.3% | -15.2% | -4.0% |
| 6M | -1.8% | +8.1% | -9.9% | -4.1% |
| YTD | +65.8% | +27.5% | +38.3% | +55.8% |
| 1Y | +60.8% | +47.1% | +13.8% | +47.4% |
| 3Y | +70.1% | +105.8% | -35.7% | +43.1% |
| 5Y | +134.8% | +55.8% | +79.0% | +102.9% |
| 10Y | +130.1% | +161.8% | -31.7% | +95.9% |
| All | +130.1% | +148.3% | -18.2% | +95.9% |
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