+84.9%
CL vs BTI
+125.1%
-40.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.2% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | +11.8% | +9.6% | +2.2% | +8.8% |
| 3M | +5.9% | +8.3% | -2.4% | +3.4% |
| 6M | +13.3% | +7.5% | +5.8% | +10.7% |
| YTD | +27.1% | +12.3% | +14.9% | +22.4% |
| 1Y | +28.0% | +16.2% | +11.8% | +22.0% |
| 3Y | +39.4% | +148.0% | -108.6% | +5.7% |
| 5Y | +40.8% | +153.2% | -112.5% | +4.9% |
| 10Y | +84.9% | +128.2% | -43.4% | +33.7% |
| All | +84.9% | +125.1% | -40.2% | +33.7% |
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