+36.1%
CCL vs BTI
+154.4%
-118.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.5% | -3.0% | +1.5% | -0.6% |
| 30D | +16.5% | +9.8% | +6.7% | +12.9% |
| 3M | +11.2% | +9.2% | +2.0% | +7.8% |
| 6M | +22.6% | +4.0% | +18.5% | +20.2% |
| YTD | +2.6% | +12.7% | -10.1% | -2.5% |
| 1Y | +17.0% | +15.9% | +1.0% | +9.9% |
| 3Y | +145.5% | +148.9% | -3.4% | +52.7% |
| 5Y | +36.1% | +152.8% | -116.7% | -31.2% |
| All | +36.1% | +154.4% | -118.2% | -31.2% |
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