+49.0%
CCL vs BTI
+105.9%
-56.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | -4.4% | -2.4% | -2.0% | -4.1% |
| 30D | -18.2% | -4.8% | -13.4% | -17.7% |
| 3M | -17.7% | -8.1% | -9.6% | -16.8% |
| 6M | -13.0% | -4.2% | -8.8% | -12.6% |
| YTD | -24.5% | -1.3% | -23.2% | -24.1% |
| 1Y | -26.9% | +2.1% | -29.1% | -26.6% |
| All | +49.0% | +105.9% | -56.9% | +31.5% |
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 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