+135.5%
CVE vs BTI
+155.8%
-20.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.3% |
| 7D | -16.1% | -1.0% | -15.1% | -16.0% |
| 30D | -10.4% | +13.0% | -23.4% | -13.5% |
| 3M | -2.4% | +5.3% | -7.7% | -4.1% |
| 6M | -4.4% | +5.3% | -9.7% | -6.6% |
| YTD | +64.9% | +12.4% | +52.6% | +56.9% |
| 1Y | +66.0% | +18.9% | +47.1% | +54.8% |
| 3Y | +57.7% | +144.0% | -86.4% | +0.8% |
| All | +135.5% | +155.8% | -20.3% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling