-43.5%
CAG vs BTI
+118.0%
-161.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -5.7% | -0.2% | -5.5% | -5.6% |
| 30D | -2.4% | -1.1% | -1.3% | -2.1% |
| 3M | +9.8% | -8.8% | +18.6% | +12.8% |
| 6M | -10.8% | -4.0% | -6.9% | -10.0% |
| YTD | -10.8% | +0.4% | -11.2% | -11.4% |
| 1Y | -19.0% | +1.9% | -20.9% | -20.0% |
| 3Y | -39.7% | +108.5% | -148.2% | -53.9% |
| All | -43.5% | +118.0% | -161.5% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 5y: compounded portfolio wealth divided by compounded BTI 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…
5y analysis · Full analysis span regression · 6 months rolling