+81.9%
CVE vs BTSG
+459.6%
-377.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.7% |
| 7D | -16.1% | +0.4% | -16.5% | -16.2% |
| 30D | -10.4% | +5.3% | -15.6% | -10.8% |
| 3M | -2.4% | +10.8% | -13.2% | -3.4% |
| 6M | -4.4% | +27.3% | -31.8% | -7.4% |
| YTD | +64.9% | +79.3% | -14.4% | +52.4% |
| 1Y | +66.0% | +106.0% | -40.0% | +50.5% |
| All | +81.9% | +459.6% | -377.7% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling