+11.7%
CMI vs BTI
+24.7%
-13.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.4% | -9.2% | -5.7% |
| 7D | -11.2% | +5.3% | -16.5% | -11.2% |
| 30D | -9.8% | +19.1% | -28.9% | -10.2% |
| 3M | -25.5% | +6.5% | -32.0% | -25.2% |
| 6M | -27.7% | +9.4% | -37.1% | -29.0% |
| YTD | -6.6% | +14.4% | -21.0% | -10.7% |
| 1Y | +11.7% | +23.9% | -12.2% | +2.8% |
| All | +11.7% | +24.7% | -13.0% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling