+142.8%
CI vs BTI
+131.8%
+11.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.3% |
| 7D | +1.2% | +1.6% | -0.5% | +0.5% |
| 30D | +2.6% | +9.2% | -6.7% | -0.8% |
| 3M | +7.4% | +9.6% | -2.2% | +3.7% |
| 6M | -0.1% | -2.4% | +2.3% | +0.4% |
| YTD | +9.7% | +14.2% | -4.5% | +2.9% |
| 1Y | +12.1% | +20.3% | -8.2% | +2.9% |
| 3Y | +7.0% | +147.4% | -140.4% | -28.4% |
| 5Y | +49.7% | +155.4% | -105.7% | -2.7% |
| All | +142.8% | +131.8% | +11.0% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling