+1,090.6%
CCL vs BTI
+6,795.3%
-5,704.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.5% | -3.0% | +1.5% | -0.7% |
| 30D | +16.5% | +9.8% | +6.7% | +13.3% |
| 3M | +11.2% | +9.2% | +2.0% | +8.2% |
| 6M | +22.6% | +4.0% | +18.5% | +20.4% |
| YTD | +2.6% | +12.7% | -10.1% | -1.7% |
| 1Y | +17.0% | +15.9% | +1.0% | +11.2% |
| 3Y | +145.5% | +148.9% | -3.4% | +83.8% |
| 5Y | +36.1% | +152.8% | -116.7% | +1.9% |
| 10Y | -29.4% | +124.2% | -153.7% | -46.1% |
| All | +1,090.6% | +6,795.3% | -5,704.6% | +376.1% |
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