+459.7%
CMS vs BTI
+6,053.3%
-5,593.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +0.4% | -1.4% | +1.8% | +0.6% |
| 30D | -3.6% | -6.6% | +3.0% | -2.3% |
| 3M | -1.9% | -3.0% | +1.1% | -1.4% |
| 6M | -11.0% | -6.7% | -4.3% | -10.0% |
| YTD | +0.2% | +0.6% | -0.4% | -0.2% |
| 1Y | -1.3% | +5.6% | -6.9% | -2.8% |
| 3Y | +35.9% | +110.3% | -74.4% | +16.5% |
| 5Y | +23.1% | +114.3% | -91.2% | +4.6% |
| 10Y | +117.9% | +67.7% | +50.3% | +88.8% |
| All | +459.7% | +6,053.3% | -5,593.7% | +207.3% |
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