+165.9%
CVE vs BTI
+67.9%
+98.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | +2.5% | -1.4% | +3.9% | +3.2% |
| 30D | +16.7% | -6.6% | +23.3% | +20.2% |
| 3M | +9.3% | -3.0% | +12.3% | +9.7% |
| 6M | +43.6% | -6.7% | +50.3% | +45.9% |
| YTD | +93.6% | +0.6% | +93.0% | +89.2% |
| 1Y | +98.8% | +5.6% | +93.2% | +88.6% |
| 3Y | +73.6% | +110.3% | -36.7% | +8.2% |
| 5Y | +312.5% | +114.3% | +198.2% | +152.5% |
| All | +165.9% | +67.9% | +98.0% | +73.1% |
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