+342.9%
CCJ vs BTI
+113.9%
+229.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +4.2% | -2.4% | +6.6% | +4.8% |
| 30D | +3.2% | -4.8% | +8.0% | +4.4% |
| 3M | -1.8% | -8.1% | +6.3% | -0.3% |
| 6M | -13.5% | -4.2% | -9.4% | -13.7% |
| YTD | +9.7% | -1.3% | +11.0% | +8.7% |
| 1Y | +30.0% | +2.1% | +27.9% | +27.6% |
| 3Y | +172.6% | +108.9% | +63.7% | +112.3% |
| 5Y | +342.9% | +114.5% | +228.5% | +231.6% |
| All | +342.9% | +113.9% | +229.0% | +231.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling