+165.0%
CMI vs BTI
+118.0%
+47.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -12.4% | -1.1% | -11.3% | -12.3% |
| 3M | -14.8% | -8.8% | -6.0% | -13.5% |
| 6M | +0.8% | -4.0% | +4.7% | +0.6% |
| YTD | +10.2% | +0.4% | +9.8% | +8.6% |
| 1Y | +37.4% | +1.9% | +35.5% | +34.9% |
| 3Y | +153.3% | +108.5% | +44.8% | +93.8% |
| All | +165.0% | +118.0% | +47.0% | +91.0% |
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