+70.3%
CVE vs BTG
+648.4%
-578.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.2% |
| 7D | +4.6% | -5.9% | +10.5% | +5.3% |
| 30D | -12.0% | -5.0% | -7.0% | -11.8% |
| 3M | -3.8% | -4.5% | +0.7% | -3.9% |
| 6M | -2.7% | -7.0% | +4.3% | -3.2% |
| YTD | +73.6% | +11.4% | +62.2% | +66.6% |
| 1Y | +62.0% | +20.1% | +41.9% | +53.7% |
| 3Y | +72.7% | +81.5% | -8.8% | +51.4% |
| 5Y | +153.9% | +32.1% | +121.8% | +129.6% |
| 10Y | +147.6% | +166.4% | -18.7% | +97.9% |
| All | +70.3% | +648.4% | -578.1% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling