+148.6%
CVE vs BTI
+131.8%
+16.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | 0.0% |
| 7D | +5.9% | +1.6% | +4.3% | +5.1% |
| 30D | -10.9% | +9.2% | -20.1% | -14.8% |
| 3M | -4.5% | +9.6% | -14.2% | -9.2% |
| 6M | -1.0% | -2.4% | +1.5% | -1.1% |
| YTD | +74.7% | +14.2% | +60.5% | +59.8% |
| 1Y | +65.8% | +20.3% | +45.5% | +47.3% |
| 3Y | +73.2% | +147.4% | -74.2% | -1.9% |
| 5Y | +155.6% | +155.4% | +0.2% | +40.5% |
| All | +148.6% | +131.8% | +16.8% | +63.6% |
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