+4,850.5%
CL vs BTI
+6,053.3%
-1,202.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -2.2% | -1.4% | -0.8% | -1.9% |
| 30D | -4.8% | -6.6% | +1.8% | -3.5% |
| 3M | +4.9% | -3.0% | +7.9% | +5.5% |
| 6M | -5.7% | -6.7% | +1.0% | -4.5% |
| YTD | +14.4% | +0.6% | +13.8% | +14.0% |
| 1Y | +8.7% | +5.6% | +3.2% | +7.2% |
| 3Y | +30.0% | +110.3% | -80.3% | +10.4% |
| 5Y | +28.4% | +114.3% | -85.9% | +8.0% |
| 10Y | +50.1% | +67.7% | -17.6% | +29.3% |
| All | +4,850.5% | +6,053.3% | -1,202.9% | +2,109.4% |
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