+135.5%
CVE vs BTG
+144.7%
-9.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +1.1% |
| 7D | -10.0% | +13.0% | -23.0% | -11.6% |
| 30D | -11.9% | +1.1% | -13.0% | -12.3% |
| 3M | -5.9% | +5.3% | -11.3% | -7.2% |
| 6M | -1.6% | +1.1% | -2.6% | -3.0% |
| YTD | +66.3% | +19.2% | +47.1% | +57.5% |
| 1Y | +57.5% | +31.5% | +26.1% | +46.6% |
| 3Y | +65.4% | +94.3% | -28.9% | +40.1% |
| 5Y | +144.2% | +41.8% | +102.4% | +113.5% |
| 10Y | +135.5% | +162.9% | -27.4% | +100.8% |
| All | +135.5% | +144.7% | -9.2% | +100.8% |
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