+92.7%
CVE vs BTSG
+493.4%
-400.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +5.9% | +6.0% | -0.1% | +5.4% |
| 30D | -10.9% | +12.4% | -23.3% | -11.8% |
| 3M | -4.5% | +18.2% | -22.7% | -6.0% |
| 6M | -1.0% | +26.0% | -27.0% | -3.8% |
| YTD | +74.7% | +90.1% | -15.4% | +60.6% |
| 1Y | +65.8% | +124.3% | -58.5% | +49.0% |
| All | +92.7% | +493.4% | -400.7% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling