+38.8%
CFG vs BTI
+5.0%
+33.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +1.5% | -1.4% | +2.9% | +1.8% |
| 30D | -3.8% | -6.6% | +2.8% | -2.7% |
| 3M | +11.5% | -3.0% | +14.5% | +12.1% |
| 6M | +19.2% | -6.7% | +25.9% | +20.3% |
| YTD | +23.7% | +0.6% | +23.1% | +23.8% |
| 1Y | +38.8% | +5.6% | +33.3% | +40.4% |
| All | +38.8% | +5.0% | +33.9% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling