+465.5%
CMS vs BTI
+6,777.2%
-6,311.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.3% | -1.4% |
| 7D | -1.3% | -1.0% | -0.3% | -1.1% |
| 30D | +6.3% | +13.0% | -6.7% | +3.8% |
| 3M | -2.1% | +5.3% | -7.4% | -3.1% |
| 6M | -5.1% | +5.3% | -10.4% | -6.2% |
| YTD | +1.3% | +12.4% | -11.1% | -1.4% |
| 1Y | -1.4% | +18.9% | -20.3% | -5.1% |
| 3Y | +36.9% | +144.0% | -107.1% | +14.0% |
| 5Y | +32.5% | +156.3% | -123.7% | +8.8% |
| 10Y | +126.8% | +115.3% | +11.5% | +87.6% |
| All | +465.5% | +6,777.2% | -6,311.7% | +203.7% |
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