+60.7%
COP vs BTI
+24.7%
+36.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.4% | -8.6% | -5.3% |
| 7D | -8.1% | +5.3% | -13.4% | -8.3% |
| 30D | +6.7% | +19.1% | -12.4% | +5.9% |
| 3M | +16.9% | +6.5% | +10.4% | +16.5% |
| 6M | +11.2% | +9.4% | +1.8% | +10.7% |
| YTD | +49.5% | +14.4% | +35.1% | +45.4% |
| 1Y | +60.7% | +23.9% | +36.8% | +59.2% |
| All | +60.7% | +24.7% | +36.0% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling