+562.3%
CEG vs BTI
+101.8%
+460.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.0% |
| 7D | +1.7% | -0.1% | +1.8% | +1.6% |
| 30D | -10.2% | +9.6% | -19.8% | -10.5% |
| 3M | -0.8% | +8.3% | -9.1% | -1.2% |
| 6M | -11.5% | +7.5% | -19.0% | -12.1% |
| YTD | -23.9% | +12.3% | -36.1% | -24.8% |
| 1Y | -25.4% | +16.2% | -41.6% | -26.5% |
| 3Y | +124.2% | +148.0% | -23.8% | +96.1% |
| All | +562.3% | +101.8% | +460.5% | +509.8% |
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