+14.1%
CB vs BTI
+5.0%
+9.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.8% |
| 7D | +0.2% | -1.0% | +1.3% | +0.6% |
| 30D | +9.1% | +13.0% | -3.9% | +6.0% |
| 3M | +3.4% | +5.3% | -1.9% | +1.9% |
| 6M | +14.1% | +5.3% | +8.8% | +11.4% |
| All | +14.1% | +5.0% | +9.0% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling