+415.5%
CNQ vs BTI
+73.8%
+341.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.9% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +6.2% | -1.1% | +7.3% | +6.6% |
| 3M | +12.4% | -8.8% | +21.1% | +16.4% |
| 6M | +9.0% | -4.0% | +13.0% | +9.5% |
| YTD | +52.2% | +0.4% | +51.9% | +49.1% |
| 1Y | +65.0% | +1.9% | +63.1% | +59.8% |
| 3Y | +78.8% | +108.5% | -29.7% | +13.7% |
| 5Y | +286.0% | +118.5% | +167.4% | +136.3% |
| All | +415.5% | +73.8% | +341.7% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling