+58.1%
CVE vs BTI
+15.3%
+42.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | +0.1% | -3.0% | +3.1% | 0.0% |
| 30D | -10.8% | +9.8% | -20.6% | -11.2% |
| 3M | -4.3% | +9.2% | -13.5% | -4.7% |
| 6M | -1.5% | +4.0% | -5.5% | -1.4% |
| YTD | +70.7% | +12.7% | +58.0% | +61.7% |
| 1Y | +58.1% | +15.9% | +42.2% | +50.0% |
| All | +58.1% | +15.3% | +42.8% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling