+639.7%
CEG vs BTI
+80.1%
+559.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +6.7% | -1.4% | +8.1% | +6.8% |
| 30D | +11.0% | -7.0% | +18.0% | +11.5% |
| 3M | +19.5% | -6.3% | +25.8% | +19.8% |
| 6M | -5.9% | -2.0% | -3.9% | -6.2% |
| YTD | -15.0% | +0.2% | -15.2% | -15.5% |
| 1Y | +0.6% | +3.8% | -3.2% | -0.2% |
| 3Y | +180.6% | +112.1% | +68.5% | +149.6% |
| All | +639.7% | +80.1% | +559.6% | +584.8% |
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 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