+5,315.6%
CL vs BTI
+6,777.2%
-1,461.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.4% |
| 7D | +1.3% | -1.0% | +2.4% | +1.6% |
| 30D | +11.4% | +13.0% | -1.6% | +8.6% |
| 3M | +4.4% | +5.3% | -0.9% | +3.3% |
| 6M | +10.8% | +5.3% | +5.5% | +9.5% |
| YTD | +25.1% | +12.4% | +12.7% | +21.8% |
| 1Y | +28.0% | +18.9% | +9.0% | +23.1% |
| 3Y | +37.6% | +144.0% | -106.4% | +13.4% |
| 5Y | +39.7% | +156.3% | -116.5% | +13.2% |
| 10Y | +75.8% | +115.3% | -39.5% | +44.2% |
| All | +5,315.6% | +6,777.2% | -1,461.6% | +2,261.0% |
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