+807.8%
CCL vs BTI
+6,053.3%
-5,245.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -5.0% | -1.4% | -3.7% | -4.7% |
| 30D | -20.3% | -6.6% | -13.7% | -18.8% |
| 3M | -15.1% | -3.0% | -12.2% | -14.7% |
| 6M | -15.1% | -6.7% | -8.4% | -13.8% |
| YTD | -21.8% | +0.6% | -22.3% | -22.4% |
| 1Y | -24.8% | +5.6% | -30.4% | -26.5% |
| 3Y | +51.9% | +110.3% | -58.5% | +19.6% |
| 5Y | +4.0% | +114.3% | -110.2% | -18.3% |
| 10Y | -42.2% | +67.7% | -109.9% | -52.4% |
| All | +807.8% | +6,053.3% | -5,245.6% | +275.8% |
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