+329.9%
COP vs BTI
+128.6%
+201.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | -3.2% | +6.6% | +4.8% |
| 30D | -0.6% | +9.7% | -10.3% | -4.8% |
| 3M | +10.8% | +11.1% | -0.3% | +5.3% |
| 6M | +19.6% | -1.2% | +20.8% | +18.9% |
| YTD | +52.9% | +12.7% | +40.3% | +41.8% |
| 1Y | +62.2% | +15.8% | +46.4% | +48.2% |
| 3Y | +32.4% | +148.9% | -116.5% | -21.1% |
| 5Y | +129.7% | +151.9% | -22.2% | +34.5% |
| All | +329.9% | +128.6% | +201.3% | +160.1% |
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