+19,269.7%
CMI vs BTI
+5,940.0%
+13,329.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +0.7% | -2.4% | +3.1% | +1.4% |
| 30D | -12.3% | -4.8% | -7.5% | -11.2% |
| 3M | -16.8% | -8.1% | -8.7% | -15.4% |
| 6M | +1.5% | -4.2% | +5.7% | +1.8% |
| YTD | +9.8% | -1.3% | +11.1% | +9.1% |
| 1Y | +42.6% | +2.1% | +40.5% | +40.1% |
| 3Y | +151.0% | +108.9% | +42.1% | +98.3% |
| 5Y | +167.0% | +114.5% | +52.6% | +108.3% |
| 10Y | +512.2% | +72.2% | +439.9% | +391.0% |
| All | +19,269.7% | +5,940.0% | +13,329.8% | +8,735.8% |
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 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