+71.4%
BTI vs CRS
+1,392.1%
-1,320.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -0.2% | -6.8% | +6.6% | +0.7% |
| 30D | -1.1% | -16.1% | +15.1% | +1.2% |
| 3M | -8.8% | -21.2% | +12.4% | -6.2% |
| 6M | -4.0% | +8.7% | -12.6% | -6.1% |
| YTD | +0.4% | +41.0% | -40.6% | -5.6% |
| 1Y | +1.9% | +82.7% | -80.7% | -8.2% |
| 3Y | +108.5% | +604.8% | -496.3% | +45.9% |
| 5Y | +118.5% | +1,384.7% | -1,266.2% | +30.1% |
| All | +71.4% | +1,392.1% | -1,320.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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