+44.5%
CI vs BTI
+115.8%
-71.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | +1.3% | -1.4% | +2.7% | +1.7% |
| 30D | +4.4% | -6.6% | +11.1% | +6.5% |
| 3M | +0.7% | -3.0% | +3.6% | +1.1% |
| 6M | +0.3% | -6.7% | +7.0% | +1.8% |
| YTD | +3.8% | +0.6% | +3.3% | +2.6% |
| 1Y | -5.5% | +5.6% | -11.1% | -8.2% |
| 3Y | +8.1% | +110.3% | -102.2% | -18.1% |
| All | +44.5% | +115.8% | -71.2% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling