+3,038.3%
CLS vs BTI
+68.1%
+2,970.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | +20.1% | -2.4% | +22.5% | +21.1% |
| 30D | +6.0% | -4.8% | +10.8% | +7.7% |
| 3M | -10.3% | -8.1% | -2.2% | -8.7% |
| 6M | +24.5% | -4.2% | +28.7% | +23.9% |
| YTD | +12.9% | -1.3% | +14.1% | +11.0% |
| 1Y | +36.7% | +2.1% | +34.6% | +32.7% |
| 3Y | +1,328.1% | +108.9% | +1,219.2% | +890.6% |
| 5Y | +3,682.3% | +114.5% | +3,567.8% | +2,469.0% |
| 10Y | +3,038.3% | +72.2% | +2,966.0% | +2,049.9% |
| All | +3,038.3% | +68.1% | +2,970.2% | +2,049.9% |
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