+6,012.7%
BTI vs CGNX
+12,871.6%
-6,858.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.4% |
| 7D | -0.2% | +3.2% | -3.4% | -0.4% |
| 30D | -1.1% | +6.0% | -7.1% | -1.5% |
| 3M | -8.8% | +3.5% | -12.3% | -9.2% |
| 6M | -4.0% | +26.3% | -30.2% | -5.9% |
| YTD | +0.4% | +79.2% | -78.9% | -4.4% |
| 1Y | +1.9% | +43.8% | -41.9% | -1.7% |
| 3Y | +108.5% | +52.0% | +56.6% | +98.1% |
| 5Y | +118.5% | -24.0% | +142.6% | +115.5% |
| 10Y | +75.1% | +189.1% | -114.0% | +56.7% |
| All | +6,012.7% | +12,871.6% | -6,858.9% | +4,330.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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