+895.8%
CCI vs BTI
+2,358.9%
-1,463.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.6% |
| 7D | -0.4% | -1.4% | +1.0% | -0.1% |
| 30D | +2.7% | -6.6% | +9.3% | +4.4% |
| 3M | -18.2% | -3.0% | -15.2% | -17.7% |
| 6M | -14.8% | -6.7% | -8.1% | -13.6% |
| YTD | -12.6% | +0.6% | -13.2% | -13.1% |
| 1Y | -16.7% | +5.6% | -22.3% | -18.2% |
| 3Y | -10.5% | +110.3% | -120.8% | -25.9% |
| 5Y | -51.4% | +114.3% | -165.7% | -60.3% |
| 10Y | +20.0% | +67.7% | -47.6% | +0.7% |
| All | +895.8% | +2,358.9% | -1,463.1% | +520.9% |
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 · 6 months rolling