+604.3%
CEG vs BTI
+80.4%
+523.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | +2.3% | -1.1% | +3.4% | +2.4% |
| 3M | +15.6% | -8.8% | +24.4% | +16.3% |
| 6M | -5.0% | -4.0% | -1.1% | -5.2% |
| YTD | -19.0% | +0.4% | -19.4% | -19.6% |
| 1Y | -10.0% | +1.9% | -11.9% | -10.6% |
| 3Y | +163.9% | +108.5% | +55.4% | +135.9% |
| All | +604.3% | +80.4% | +523.9% | +552.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling