+7,803.6%
CI vs BTI
+6,777.2%
+1,026.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.6% |
| 7D | -1.6% | -1.0% | -0.5% | -1.2% |
| 30D | +5.4% | +13.0% | -7.6% | +1.7% |
| 3M | +7.3% | +5.3% | +1.9% | +5.6% |
| 6M | +5.3% | +5.3% | 0.0% | +3.3% |
| YTD | +8.5% | +12.4% | -3.9% | +3.9% |
| 1Y | +17.1% | +18.9% | -1.8% | +10.3% |
| 3Y | +1.4% | +144.0% | -142.6% | -23.7% |
| 5Y | +50.5% | +156.3% | -105.8% | +10.9% |
| 10Y | +168.5% | +115.3% | +53.3% | +102.6% |
| All | +7,803.6% | +6,777.2% | +1,026.4% | +2,888.9% |
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