+1,065.3%
CCJ vs BTI
+72.6%
+992.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.3% |
| 7D | -3.2% | -2.0% | -1.2% | -2.6% |
| 30D | -1.3% | -3.4% | +2.1% | -0.4% |
| 3M | +2.5% | -9.0% | +11.5% | +4.9% |
| 6M | -18.9% | -5.0% | -13.9% | -18.5% |
| YTD | +6.5% | -0.3% | +6.8% | +5.4% |
| 1Y | +22.8% | +3.1% | +19.7% | +20.3% |
| 3Y | +164.5% | +111.0% | +53.5% | +102.2% |
| 5Y | +303.7% | +117.0% | +186.7% | +204.9% |
| All | +1,065.3% | +72.6% | +992.7% | +837.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling