+82.9%
CVE vs BTSG
+448.8%
-365.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -2.3% |
| 7D | -14.1% | +9.4% | -23.4% | -14.7% |
| 30D | -11.6% | +3.3% | -14.9% | -11.9% |
| 3M | 0.0% | +4.5% | -4.5% | -0.5% |
| 6M | -8.4% | +28.0% | -36.4% | -11.4% |
| YTD | +65.9% | +75.9% | -10.0% | +53.6% |
| 1Y | +69.4% | +101.5% | -32.1% | +53.9% |
| All | +82.9% | +448.8% | -365.9% | +51.8% |
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