+1,110.1%
CCI vs BTI
+2,693.3%
-1,583.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +2.5% | +1.6% | +0.9% | +2.1% |
| 30D | +14.4% | +9.2% | +5.2% | +12.0% |
| 3M | +21.7% | +9.6% | +12.0% | +18.9% |
| 6M | +4.0% | -2.4% | +6.5% | +4.4% |
| YTD | +6.2% | +14.2% | -8.0% | +2.3% |
| 1Y | +5.4% | +20.3% | -14.9% | +0.2% |
| 3Y | +11.7% | +147.4% | -135.7% | -11.1% |
| 5Y | -35.6% | +155.4% | -191.1% | -49.5% |
| 10Y | +68.7% | +127.3% | -58.6% | +32.1% |
| All | +1,110.1% | +2,693.3% | -1,583.2% | +630.9% |
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