+3,463.3%
BTI vs CRL
+1,379.5%
+2,083.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.9% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -6.6% | +10.7% | -17.3% | -8.0% |
| 3M | -3.0% | +55.3% | -58.3% | -9.1% |
| 6M | -6.7% | +60.7% | -67.3% | -13.6% |
| YTD | +0.6% | +44.6% | -44.1% | -5.7% |
| 1Y | +5.6% | +77.7% | -72.2% | -4.3% |
| 3Y | +110.3% | +37.6% | +72.7% | +91.6% |
| 5Y | +114.3% | -35.8% | +150.1% | +116.8% |
| 10Y | +67.7% | +241.7% | -174.1% | +23.2% |
| All | +3,463.3% | +1,379.5% | +2,083.8% | +2,108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling