+150.9%
CI vs BTI
+124.3%
+26.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -1.3% | -3.0% | +1.8% | -0.1% |
| 30D | +6.4% | +9.8% | -3.4% | +2.7% |
| 3M | +10.7% | +9.2% | +1.5% | +7.0% |
| 6M | +5.5% | +4.0% | +1.4% | +3.3% |
| YTD | +11.4% | +12.7% | -1.3% | +5.0% |
| 1Y | +15.0% | +15.9% | -0.9% | +7.1% |
| 3Y | +9.0% | +148.9% | -140.0% | -27.2% |
| 5Y | +52.0% | +152.8% | -100.8% | -0.7% |
| 10Y | +150.9% | +124.2% | +26.7% | +55.7% |
| All | +150.9% | +124.3% | +26.7% | +55.7% |
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