+23.9%
BTI vs COPX
+31.7%
-7.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +3.3% |
| 7D | +5.3% | -3.0% | +8.3% | +5.3% |
| 30D | +19.1% | -13.6% | +32.7% | +19.4% |
| 3M | +6.5% | -11.2% | +17.7% | +6.4% |
| 6M | +9.4% | -2.4% | +11.8% | +7.5% |
| YTD | +14.4% | +4.2% | +10.2% | +11.1% |
| 1Y | +23.9% | +32.2% | -8.3% | +15.1% |
| All | +23.9% | +31.7% | -7.8% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling