+135.5%
CVE vs BTI
+125.1%
+10.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.3% |
| 7D | -10.0% | -0.1% | -9.9% | -10.1% |
| 30D | -11.9% | +9.6% | -21.4% | -16.0% |
| 3M | -5.9% | +8.3% | -14.3% | -10.1% |
| 6M | -1.6% | +7.5% | -9.1% | -6.6% |
| YTD | +66.3% | +12.3% | +54.0% | +53.3% |
| 1Y | +57.5% | +16.2% | +41.3% | +42.3% |
| 3Y | +65.4% | +148.0% | -82.6% | -6.6% |
| 5Y | +144.2% | +153.2% | -9.1% | +34.8% |
| 10Y | +135.5% | +128.2% | +7.3% | +53.3% |
| All | +135.5% | +125.1% | +10.4% | +53.3% |
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