+94.4%
BTI vs CLBK
+65.5%
+28.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.2% | -1.5% | +1.3% | +0.1% |
| 30D | -1.1% | -1.0% | 0.0% | -0.9% |
| 3M | -8.8% | +22.9% | -31.7% | -12.8% |
| 6M | -4.0% | +44.2% | -48.2% | -11.3% |
| YTD | +0.4% | +64.0% | -63.6% | -10.0% |
| 1Y | +1.9% | +65.7% | -63.7% | -9.1% |
| 3Y | +108.5% | +54.1% | +54.5% | +84.2% |
| 5Y | +118.5% | +44.7% | +73.8% | +87.0% |
| All | +94.4% | +65.5% | +28.9% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling