-17.9%
CLS vs BTI
+18.0%
-35.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -4.8% |
| 7D | +16.3% | +1.6% | +14.6% | +17.1% |
| 30D | -25.7% | +9.2% | -34.9% | -23.1% |
| 3M | -30.9% | +9.6% | -40.5% | -27.9% |
| 6M | -35.5% | -2.4% | -33.0% | -30.7% |
| YTD | -18.7% | +14.2% | -32.9% | -18.8% |
| 1Y | -17.9% | +20.3% | -38.2% | -22.0% |
| All | -17.9% | +18.0% | -35.9% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling