+1,583.6%
CCJ vs BTI
+3,767.0%
-2,183.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +0.7% | -1.4% | +2.1% | +1.1% |
| 30D | +6.9% | -6.6% | +13.5% | +8.8% |
| 3M | -11.6% | -3.0% | -8.7% | -11.5% |
| 6M | -16.2% | -6.7% | -9.5% | -15.2% |
| YTD | +10.1% | +0.6% | +9.6% | +9.0% |
| 1Y | +32.3% | +5.6% | +26.7% | +29.1% |
| 3Y | +171.3% | +110.3% | +61.0% | +114.9% |
| 5Y | +372.4% | +114.3% | +258.1% | +270.9% |
| 10Y | +1,070.0% | +67.7% | +1,002.4% | +851.9% |
| All | +1,583.6% | +3,767.0% | -2,183.4% | +843.9% |
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