+1,929.4%
CLS vs BTI
+124.3%
+1,805.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.4% |
| 7D | +2.8% | -3.0% | +5.8% | +3.7% |
| 30D | -30.1% | +9.8% | -39.9% | -32.6% |
| 3M | -21.7% | +9.2% | -30.9% | -24.8% |
| 6M | -36.2% | +4.0% | -40.3% | -38.5% |
| YTD | -17.8% | +12.7% | -30.5% | -23.5% |
| 1Y | -26.8% | +15.9% | -42.7% | -32.5% |
| 3Y | +853.4% | +148.9% | +704.4% | +505.4% |
| 5Y | +2,005.0% | +152.8% | +1,852.3% | +1,213.1% |
| 10Y | +1,929.4% | +124.2% | +1,805.2% | +1,095.8% |
| All | +1,929.4% | +124.3% | +1,805.2% | +1,095.8% |
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