+138.1%
CMS vs BTI
+125.1%
+13.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +7.4% | +9.6% | -2.2% | +4.8% |
| 3M | +1.9% | +8.3% | -6.4% | -0.4% |
| 6M | -2.3% | +7.5% | -9.8% | -4.5% |
| YTD | +3.0% | +12.3% | -9.3% | -0.8% |
| 1Y | -2.8% | +16.2% | -19.0% | -7.2% |
| 3Y | +37.9% | +148.0% | -110.1% | +6.0% |
| 5Y | +34.0% | +153.2% | -119.3% | +1.6% |
| 10Y | +138.1% | +128.2% | +9.9% | +56.6% |
| All | +138.1% | +125.1% | +13.0% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling