+316.4%
CFG vs BTI
+124.1%
+192.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.5% | +0.7% |
| 7D | -0.9% | -1.0% | +0.1% | -0.4% |
| 30D | +1.1% | +13.0% | -11.9% | -4.7% |
| 3M | -12.0% | +5.3% | -17.3% | -14.4% |
| 6M | -2.2% | +5.3% | -7.5% | -5.6% |
| YTD | +11.4% | +12.4% | -1.0% | +3.7% |
| 1Y | +27.8% | +18.9% | +8.9% | +15.6% |
| 3Y | +173.3% | +144.0% | +29.3% | +65.1% |
| 5Y | +62.4% | +156.3% | -93.8% | -3.9% |
| 10Y | +249.6% | +115.3% | +134.3% | +104.9% |
| All | +316.4% | +124.1% | +192.3% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling