+62.7%
CCJ vs BTI
+149.4%
-86.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.5% |
| 7D | -0.8% | +1.6% | -2.4% | -0.8% |
| 30D | -13.2% | +9.2% | -22.4% | -13.7% |
| 3M | -27.6% | +9.6% | -37.3% | -28.0% |
| 6M | -38.7% | -2.4% | -36.3% | -38.0% |
| YTD | -22.7% | +14.2% | -36.9% | -23.9% |
| 1Y | -17.6% | +20.3% | -37.9% | -19.0% |
| 3Y | +62.7% | +147.4% | -84.7% | +68.6% |
| All | +62.7% | +149.4% | -86.7% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling