+57.7%
CVE vs BTG
+78.1%
-20.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.0% | -0.7% |
| 7D | -16.1% | +17.4% | -33.5% | -17.0% |
| 30D | -10.4% | +8.0% | -18.4% | -10.9% |
| 3M | -2.4% | +32.5% | -34.9% | -5.0% |
| 6M | -4.4% | +21.6% | -26.0% | -6.6% |
| YTD | +64.9% | +21.2% | +43.7% | +58.9% |
| 1Y | +66.0% | +43.9% | +22.1% | +55.3% |
| 3Y | +57.7% | +78.6% | -20.9% | +34.1% |
| All | +57.7% | +78.1% | -20.4% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling