-25.9%
CCJ vs BTI
+24.7%
-50.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -1.5% |
| 7D | -14.5% | +5.3% | -19.8% | -14.9% |
| 30D | -18.1% | +19.1% | -37.1% | -19.7% |
| 3M | -23.0% | +6.5% | -29.5% | -23.0% |
| 6M | -39.4% | +9.4% | -48.8% | -41.6% |
| YTD | -21.7% | +14.4% | -36.1% | -26.6% |
| 1Y | -25.9% | +23.9% | -49.8% | -35.2% |
| All | -25.9% | +24.7% | -50.6% | -35.2% |
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