-0.9%
CCL vs BTI
+113.9%
-114.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.6% |
| 7D | -4.4% | -2.4% | -2.0% | -3.6% |
| 30D | -18.2% | -4.8% | -13.4% | -16.9% |
| 3M | -17.7% | -8.1% | -9.6% | -15.6% |
| 6M | -13.0% | -4.2% | -8.8% | -12.4% |
| YTD | -24.5% | -1.3% | -23.2% | -24.8% |
| 1Y | -26.9% | +2.1% | -29.1% | -28.2% |
| 3Y | +50.8% | +108.9% | -58.2% | +2.4% |
| 5Y | -0.9% | +114.5% | -115.4% | -36.6% |
| All | -0.9% | +113.9% | -114.9% | -36.6% |
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