-33.8%
CCL vs BTI
+128.6%
-162.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -0.3% | -3.2% | +2.9% | +1.1% |
| 30D | +10.3% | +9.7% | +0.6% | +5.6% |
| 3M | +6.6% | +11.1% | -4.5% | +1.1% |
| 6M | +20.0% | -1.2% | +21.2% | +19.6% |
| YTD | -1.9% | +12.7% | -14.6% | -8.8% |
| 1Y | +10.4% | +15.8% | -5.4% | +1.3% |
| 3Y | +134.8% | +148.9% | -14.1% | +38.0% |
| 5Y | +34.0% | +151.9% | -117.9% | -21.8% |
| All | -33.8% | +128.6% | -162.4% | -65.5% |
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