+774.9%
CLS vs BTI
+144.6%
+630.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.3% | +9.2% | +7.5% |
| 7D | -10.6% | -2.9% | -7.6% | -11.1% |
| 30D | -38.4% | +8.3% | -46.7% | -37.1% |
| 3M | -29.9% | +2.9% | -32.8% | -28.6% |
| 6M | -40.6% | +6.2% | -46.8% | -39.4% |
| YTD | -24.6% | +10.9% | -35.5% | -22.4% |
| 1Y | -30.8% | +16.6% | -47.4% | -28.0% |
| All | +774.9% | +144.6% | +630.3% | +905.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling