+1,034.4%
CCL vs BTI
+6,890.1%
-5,855.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -1.2% | +1.6% | -2.8% | -1.7% |
| 30D | +13.1% | +9.2% | +3.9% | +10.3% |
| 3M | +3.4% | +9.6% | -6.3% | +0.4% |
| 6M | +18.7% | -2.4% | +21.2% | +18.9% |
| YTD | -2.3% | +14.2% | -16.5% | -6.7% |
| 1Y | +14.2% | +20.3% | -6.1% | +7.4% |
| 3Y | +133.6% | +147.4% | -13.8% | +75.2% |
| 5Y | +33.5% | +155.4% | -121.9% | -0.4% |
| 10Y | -32.8% | +127.3% | -160.1% | -48.8% |
| All | +1,034.4% | +6,890.1% | -5,855.8% | +351.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling