+3,231.7%
CLS vs BTI
+2,486.8%
+745.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +4.6% | -1.4% | +6.0% | +4.9% |
| 30D | -13.9% | -6.6% | -7.3% | -12.6% |
| 3M | -26.6% | -3.0% | -23.6% | -26.7% |
| 6M | +15.4% | -6.7% | +22.1% | +16.1% |
| YTD | +5.7% | +0.6% | +5.1% | +4.3% |
| 1Y | +41.1% | +5.6% | +35.5% | +37.8% |
| 3Y | +1,228.6% | +110.3% | +1,118.3% | +972.4% |
| 5Y | +3,240.6% | +114.3% | +3,126.4% | +2,581.1% |
| 10Y | +2,760.3% | +67.7% | +2,692.7% | +2,274.1% |
| All | +3,231.7% | +2,486.8% | +745.0% | +2,568.9% |
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 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