-7.3%
CMG vs BTI
+108.0%
-115.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -3.8% | -2.0% | -1.8% | -3.7% |
| 30D | +12.9% | -3.4% | +16.3% | +13.2% |
| 3M | +18.8% | -9.0% | +27.8% | +19.4% |
| 6M | +4.1% | -5.0% | +9.1% | +4.3% |
| YTD | -2.4% | -0.3% | -2.0% | -2.5% |
| 1Y | -6.7% | +3.1% | -9.8% | -7.1% |
| All | -7.3% | +108.0% | -115.3% | -9.6% |
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