-42.6%
CCL vs BTI
+73.8%
-116.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.9% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -17.8% | -1.1% | -16.7% | -17.4% |
| 3M | -18.7% | -8.8% | -9.9% | -15.5% |
| 6M | -11.4% | -4.0% | -7.4% | -10.6% |
| YTD | -24.3% | +0.4% | -24.7% | -25.5% |
| 1Y | -28.8% | +1.9% | -30.7% | -30.6% |
| 3Y | +49.3% | +108.5% | -59.2% | -3.2% |
| 5Y | +1.6% | +118.5% | -116.9% | -36.0% |
| All | -42.6% | +73.8% | -116.4% | -63.0% |
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