+76.3%
CL vs BTI
+114.6%
-38.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.8% |
| 7D | +0.5% | -2.9% | +3.5% | +1.4% |
| 30D | +11.6% | +8.3% | +3.3% | +9.0% |
| 3M | +5.6% | +2.9% | +2.7% | +4.6% |
| 6M | +13.2% | +6.2% | +6.9% | +10.9% |
| YTD | +26.9% | +10.9% | +16.0% | +22.6% |
| 1Y | +27.3% | +16.6% | +10.8% | +21.2% |
| 3Y | +39.7% | +142.2% | -102.5% | +6.4% |
| 5Y | +41.3% | +151.3% | -110.0% | +5.2% |
| 10Y | +76.3% | +113.9% | -37.6% | +24.7% |
| All | +76.3% | +114.6% | -38.3% | +24.7% |
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