-49.3%
CCI vs BTI
+118.0%
-167.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +2.2% | -1.1% | +3.3% | +2.6% |
| 3M | -16.9% | -8.8% | -8.1% | -14.5% |
| 6M | -11.5% | -4.0% | -7.6% | -10.7% |
| YTD | -12.8% | +0.4% | -13.2% | -13.6% |
| 1Y | -17.1% | +1.9% | -19.0% | -18.3% |
| 3Y | -9.6% | +108.5% | -118.2% | -30.0% |
| All | -49.3% | +118.0% | -167.3% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling