+7,463.6%
CI vs BTI
+6,053.4%
+1,410.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 6M | +0.3% | -6.7% | +7.0% | +1.8% |
| YTD | +3.8% | +0.6% | +3.3% | +2.8% |
| 1Y | -5.5% | +5.6% | -11.1% | -7.8% |
| 3Y | +8.1% | +110.3% | -102.2% | -15.1% |
| 5Y | +42.8% | +114.3% | -71.5% | +10.9% |
| 10Y | +143.9% | +67.7% | +76.2% | +97.3% |
| All | +7,463.6% | +6,053.4% | +1,410.2% | +2,855.4% |
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