+188.5%
CFG vs BTI
+113.6%
+74.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | +2.7% | -1.4% | +4.1% | +3.0% |
| 30D | -3.7% | -7.0% | +3.4% | -2.1% |
| 3M | +9.5% | -6.3% | +15.8% | +10.9% |
| 6M | +22.2% | -2.0% | +24.2% | +22.1% |
| YTD | +22.3% | +0.2% | +22.1% | +21.5% |
| 1Y | +39.4% | +3.8% | +35.7% | +37.4% |
| 3Y | +188.5% | +112.1% | +76.4% | +98.2% |
| All | +188.5% | +113.6% | +74.8% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling