-8.0%
CEG vs BTI
+6.8%
-14.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.8% |
| 7D | +11.8% | -3.0% | +14.9% | +10.3% |
| 30D | -6.5% | +9.8% | -16.3% | -2.4% |
| 3M | -1.2% | +9.2% | -10.3% | +3.5% |
| 6M | -8.0% | +4.0% | -12.1% | -4.5% |
| All | -8.0% | +6.8% | -14.9% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling