+117.0%
BTI vs CLBK
+41.8%
+75.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -2.0% | -1.4% | -0.6% | -1.8% |
| 30D | -3.4% | +4.5% | -8.0% | -4.0% |
| 3M | -9.0% | +22.8% | -31.8% | -11.2% |
| 6M | -5.0% | +43.4% | -48.4% | -8.9% |
| YTD | -0.3% | +64.1% | -64.4% | -5.9% |
| 1Y | +3.1% | +67.6% | -64.4% | -2.9% |
| 3Y | +111.0% | +53.3% | +57.7% | +98.4% |
| 5Y | +117.0% | +44.8% | +72.2% | +103.3% |
| All | +117.0% | +41.8% | +75.2% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling