+591.8%
CAG vs BTI
+6,031.1%
-5,439.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -5.3% | -1.4% | -3.9% | -5.0% |
| 30D | +1.0% | -7.0% | +8.0% | +2.3% |
| 3M | +17.4% | -6.3% | +23.7% | +18.7% |
| 6M | -16.8% | -2.0% | -14.8% | -16.7% |
| YTD | -6.8% | +0.2% | -7.0% | -7.0% |
| 1Y | -15.4% | +3.8% | -19.2% | -16.2% |
| 3Y | -37.1% | +112.1% | -149.2% | -45.5% |
| 5Y | -41.3% | +113.6% | -154.9% | -49.3% |
| 10Y | -35.5% | +69.6% | -105.1% | -43.4% |
| All | +591.8% | +6,031.1% | -5,439.3% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling