+147.0%
BTI vs CG
+351.2%
-204.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -1.4% | -4.3% | +2.9% | -0.7% |
| 30D | -6.6% | -5.1% | -1.5% | -5.9% |
| 3M | -3.0% | +8.7% | -11.7% | -4.5% |
| 6M | -6.7% | -9.2% | +2.6% | -5.7% |
| YTD | +0.6% | -18.9% | +19.4% | +3.0% |
| 1Y | +5.6% | -25.6% | +31.2% | +9.4% |
| 3Y | +110.3% | +57.3% | +53.0% | +85.0% |
| 5Y | +114.3% | +10.2% | +104.1% | +95.5% |
| 10Y | +67.7% | +364.2% | -296.6% | +14.1% |
| All | +147.0% | +351.2% | -204.2% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 all: compounded portfolio wealth divided by compounded CG 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…
all analysis · Full analysis span regression · 6 months rolling