+70.3%
BTI vs CRL
+249.3%
-179.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | -2.0% | -6.9% | +5.0% | -1.2% |
| 30D | -3.4% | -3.2% | -0.2% | -3.1% |
| 3M | -9.0% | +46.5% | -55.5% | -13.3% |
| 6M | -5.0% | +63.1% | -68.1% | -11.2% |
| YTD | -0.3% | +36.9% | -37.2% | -5.0% |
| 1Y | +3.1% | +78.1% | -75.0% | -5.4% |
| 3Y | +111.0% | +36.7% | +74.3% | +95.0% |
| 5Y | +117.0% | -38.1% | +155.1% | +132.6% |
| All | +70.3% | +249.3% | -179.1% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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