-3.1%
CMG vs BTI
+118.0%
-121.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | +10.9% | -1.1% | +12.0% | +11.0% |
| 3M | +15.8% | -8.8% | +24.6% | +17.2% |
| 6M | +6.9% | -4.0% | +10.9% | +7.2% |
| YTD | -2.2% | +0.4% | -2.5% | -2.8% |
| 1Y | -7.1% | +1.9% | -9.0% | -8.0% |
| 3Y | -7.1% | +108.5% | -115.6% | -20.0% |
| All | -3.1% | +118.0% | -121.1% | -17.6% |
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 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