+73.2%
CVE vs BTG
+102.4%
-29.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | +2.5% | -0.9% | +3.4% | +2.5% |
| 30D | +16.7% | +36.8% | -20.1% | +13.3% |
| 3M | +9.3% | +23.1% | -13.8% | +7.1% |
| 6M | +43.6% | +3.5% | +40.1% | +43.2% |
| YTD | +93.6% | +25.5% | +68.1% | +86.0% |
| 1Y | +98.8% | +40.1% | +58.7% | +85.0% |
| All | +73.2% | +102.4% | -29.3% | +45.9% |
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 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