+6,024.9%
BTI vs CP
+7,669.4%
-1,644.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -1.4% | -2.7% | +1.3% | -0.8% |
| 30D | -6.6% | +0.2% | -6.8% | -6.7% |
| 3M | -3.0% | +2.6% | -5.6% | -3.6% |
| 6M | -6.7% | +6.0% | -12.6% | -8.0% |
| YTD | +0.6% | +24.9% | -24.4% | -4.6% |
| 1Y | +5.6% | +20.1% | -14.5% | +1.0% |
| 3Y | +110.3% | +16.4% | +93.9% | +100.3% |
| 5Y | +114.3% | +31.7% | +82.5% | +96.3% |
| 10Y | +67.7% | +223.9% | -156.2% | +24.1% |
| All | +6,024.9% | +7,669.4% | -1,644.6% | +2,165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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