+43.4%
CL vs BTI
+153.9%
-110.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | +3.2% | +1.6% | +1.6% | +2.7% |
| 30D | +8.0% | +9.2% | -1.2% | +5.3% |
| 3M | +7.9% | +9.6% | -1.8% | +5.0% |
| 6M | +14.7% | -2.4% | +17.2% | +15.1% |
| YTD | +29.2% | +14.2% | +14.9% | +24.0% |
| 1Y | +29.5% | +20.3% | +9.2% | +22.6% |
| 3Y | +40.7% | +147.4% | -106.7% | +9.2% |
| All | +43.4% | +153.9% | -110.6% | +8.6% |
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