-35.8%
CBRS vs BTI
-16.1%
-19.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -5.3% |
| 7D | +15.7% | -1.4% | +17.1% | +13.9% |
| 30D | -11.9% | -7.0% | -4.8% | -16.5% |
| 3M | -16.0% | -6.3% | -9.7% | -24.0% |
| All | -35.8% | -16.1% | -19.6% | -35.2% |
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 · Available span rolling