+173.3%
CFG vs BTI
+143.0%
+30.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.5% | -0.3% |
| 7D | -0.9% | -1.0% | +0.1% | -0.7% |
| 30D | +1.1% | +13.0% | -11.9% | -1.2% |
| 3M | -12.0% | +5.3% | -17.3% | -12.9% |
| 6M | -2.2% | +5.3% | -7.5% | -3.4% |
| YTD | +11.4% | +12.4% | -1.0% | +8.8% |
| 1Y | +27.8% | +18.9% | +8.9% | +23.7% |
| 3Y | +173.3% | +144.0% | +29.3% | +102.8% |
| All | +173.3% | +143.0% | +30.3% | +102.8% |
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 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