+3,994.3%
CMG vs BTI
+644.1%
+3,350.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | -6.5% | -2.4% | -4.0% | -5.8% |
| 30D | +12.1% | -4.8% | +16.9% | +13.7% |
| 3M | +20.6% | -8.1% | +28.7% | +23.2% |
| 6M | +2.1% | -4.2% | +6.3% | +2.7% |
| YTD | -2.6% | -1.3% | -1.3% | -3.2% |
| 1Y | -8.7% | +2.1% | -10.8% | -10.3% |
| 3Y | -7.4% | +108.9% | -116.3% | -29.0% |
| 5Y | -5.7% | +114.5% | -120.1% | -29.3% |
| 10Y | +322.3% | +72.2% | +250.1% | +224.4% |
| All | +3,994.3% | +644.1% | +3,350.2% | +1,460.7% |
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