+66.4%
CME vs BTI
+149.4%
-83.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +3.9% | +1.6% | +2.3% | +3.6% |
| 30D | +11.3% | +9.2% | +2.1% | +9.5% |
| 3M | +19.6% | +9.6% | +9.9% | +17.5% |
| 6M | +8.1% | -2.4% | +10.5% | +8.1% |
| YTD | +20.4% | +14.2% | +6.2% | +17.4% |
| 1Y | +16.5% | +20.3% | -3.8% | +12.5% |
| 3Y | +66.4% | +147.4% | -81.0% | +46.9% |
| All | +66.4% | +149.4% | -83.0% | +46.9% |
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 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