-16.7%
CCI vs BTI
+5.0%
-21.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.5% |
| 7D | -0.4% | -1.4% | +1.0% | 0.0% |
| 30D | +2.7% | -6.6% | +9.3% | +4.7% |
| 3M | -18.2% | -3.0% | -15.2% | -17.2% |
| 6M | -14.8% | -6.7% | -8.1% | -13.5% |
| YTD | -12.6% | +0.6% | -13.2% | -14.3% |
| 1Y | -16.7% | +5.6% | -22.3% | -18.1% |
| All | -16.7% | +5.0% | -21.7% | -18.1% |
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 · 6 months rolling