-10.2%
CCI vs BTI
+105.9%
-116.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.5% |
| 7D | -0.3% | -2.4% | +2.2% | +0.6% |
| 30D | +2.1% | -4.8% | +6.9% | +3.8% |
| 3M | -17.8% | -8.1% | -9.7% | -15.4% |
| 6M | -14.2% | -4.2% | -10.0% | -13.3% |
| YTD | -13.3% | -1.3% | -12.1% | -13.9% |
| 1Y | -16.6% | +2.1% | -18.7% | -18.3% |
| All | -10.2% | +105.9% | -116.1% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling