+19.4%
BTI vs CAI
-11.0%
+30.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | -2.0% | -5.1% | +3.1% | -2.1% |
| 30D | -3.4% | +3.9% | -7.3% | -3.4% |
| 3M | -9.0% | +40.1% | -49.1% | -8.4% |
| 6M | -5.0% | +29.7% | -34.7% | -4.5% |
| YTD | -0.3% | -10.9% | +10.6% | +0.2% |
| 1Y | +3.1% | -28.0% | +31.1% | +4.3% |
| All | +19.4% | -11.0% | +30.4% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling