+71.4%
BTI vs COPX
+583.8%
-512.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.2% | -2.3% | +2.2% | +0.1% |
| 30D | -1.1% | +0.3% | -1.3% | -1.4% |
| 3M | -8.8% | +6.8% | -15.6% | -10.6% |
| 6M | -4.0% | +7.9% | -11.9% | -6.8% |
| YTD | +0.4% | +23.7% | -23.4% | -6.0% |
| 1Y | +1.9% | +71.5% | -69.6% | -11.5% |
| 3Y | +108.5% | +149.1% | -40.6% | +61.4% |
| 5Y | +118.5% | +167.3% | -48.8% | +61.5% |
| All | +71.4% | +583.8% | -512.4% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling