-5.8%
CI vs BTI
+2.0%
-7.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -1.1% | -2.4% | +1.3% | -0.7% |
| 30D | +0.5% | -4.8% | +5.2% | +1.3% |
| 3M | -5.2% | -8.1% | +2.9% | -3.8% |
| 6M | +4.3% | -4.2% | +8.5% | +4.9% |
| YTD | +2.8% | -1.3% | +4.1% | +2.0% |
| 1Y | -5.8% | +2.1% | -7.9% | -12.5% |
| All | -5.8% | +2.0% | -7.8% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling