+5,912.0%
BTI vs CRS
+9,806.3%
-3,894.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | -4.8% | -18.1% | +13.3% | -2.1% |
| 3M | -8.1% | -12.4% | +4.3% | -6.8% |
| 6M | -4.2% | +15.9% | -20.1% | -7.1% |
| YTD | -1.3% | +45.8% | -47.1% | -7.6% |
| 1Y | +2.1% | +87.8% | -85.6% | -8.4% |
| 3Y | +108.9% | +648.7% | -539.8% | +47.6% |
| 5Y | +114.5% | +1,416.6% | -1,302.2% | +32.2% |
| 10Y | +72.2% | +1,412.7% | -1,340.4% | -2.2% |
| All | +5,912.0% | +9,806.3% | -3,894.3% | +2,096.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling