-32.5%
CBRS vs BTI
-15.8%
-16.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.1% | +11.4% | +8.9% |
| 7D | +17.3% | -1.4% | +18.7% | +15.6% |
| 30D | -2.0% | -6.6% | +4.6% | -6.7% |
| 3M | -2.5% | -3.0% | +0.5% | -14.3% |
| All | -32.5% | -15.8% | -16.6% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling