+113.5%
CVE vs BTSG
+406.1%
-292.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +2.5% | +2.7% | -0.2% | +2.3% |
| 30D | +16.7% | -3.6% | +20.4% | +17.0% |
| 3M | +9.3% | +5.8% | +3.5% | +8.0% |
| 6M | +43.6% | +44.7% | -1.1% | +36.1% |
| YTD | +93.6% | +62.2% | +31.4% | +80.6% |
| 1Y | +98.8% | +152.1% | -53.3% | +74.6% |
| All | +113.5% | +406.1% | -292.6% | +78.5% |
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