+2,609.7%
CLS vs BTI
+2,798.2%
-188.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +23.5% | -3.2% | +26.8% | +24.4% |
| 30D | -28.9% | +9.7% | -38.6% | -30.7% |
| 3M | -25.2% | +11.1% | -36.2% | -27.5% |
| 6M | -32.1% | -1.2% | -30.9% | -32.9% |
| YTD | -14.1% | +12.7% | -26.7% | -17.9% |
| 1Y | -24.1% | +15.8% | -39.9% | -27.8% |
| 3Y | +897.0% | +148.9% | +748.1% | +668.0% |
| 5Y | +2,089.9% | +151.9% | +1,938.0% | +1,581.1% |
| 10Y | +2,022.2% | +124.2% | +1,898.0% | +1,550.2% |
| All | +2,609.7% | +2,798.2% | -188.5% | +2,000.8% |
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 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