+105.1%
BTI vs CRL
+38.7%
+66.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | -2.4% | -4.6% | +2.2% | -2.4% |
| 30D | -4.8% | +0.5% | -5.3% | -4.8% |
| 3M | -8.1% | +46.6% | -54.7% | -8.4% |
| 6M | -4.2% | +57.3% | -61.5% | -4.5% |
| YTD | -1.3% | +39.5% | -40.8% | -1.5% |
| 1Y | +2.1% | +76.9% | -74.7% | +1.4% |
| All | +105.1% | +38.7% | +66.4% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling