+131.9%
BTI vs CRL
+350.3%
-218.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +9.2% | +11.9% | -2.7% | +7.5% |
| 3M | +9.6% | +20.2% | -10.5% | +6.9% |
| 6M | -2.4% | +107.5% | -110.0% | -11.3% |
| YTD | +14.2% | +69.4% | -55.2% | +5.9% |
| 1Y | +20.3% | +99.7% | -79.4% | +9.0% |
| 3Y | +147.4% | +98.8% | +48.6% | +115.7% |
| 5Y | +155.4% | -12.4% | +167.9% | +158.7% |
| All | +131.9% | +350.3% | -218.3% | +54.4% |
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