+75.3%
CME vs BTI
+113.9%
-38.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -1.1% | -2.4% | +1.3% | -0.7% |
| 30D | +4.2% | -4.8% | +9.0% | +5.1% |
| 3M | +7.3% | -8.1% | +15.4% | +8.8% |
| 6M | -11.4% | -4.2% | -7.2% | -10.8% |
| YTD | +3.5% | -1.3% | +4.8% | +3.4% |
| 1Y | +8.6% | +2.1% | +6.5% | +7.7% |
| 3Y | +51.6% | +108.9% | -57.4% | +30.5% |
| 5Y | +75.3% | +114.5% | -39.2% | +48.4% |
| All | +75.3% | +113.9% | -38.7% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling