+88.2%
CVE vs BTSG
+505.2%
-416.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +0.1% | +4.0% | -4.0% | -0.3% |
| 30D | -10.8% | +15.3% | -26.1% | -11.9% |
| 3M | -4.3% | +25.4% | -29.8% | -6.3% |
| 6M | -1.5% | +31.9% | -33.3% | -4.7% |
| YTD | +70.7% | +93.9% | -23.2% | +56.7% |
| 1Y | +58.1% | +114.2% | -56.1% | +43.1% |
| All | +88.2% | +505.2% | -416.9% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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