+338.5%
COP vs BTI
+73.8%
+264.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | +8.6% | -1.1% | +9.7% | +9.0% |
| 3M | +19.9% | -8.8% | +28.6% | +23.9% |
| 6M | +19.0% | -4.0% | +23.0% | +19.4% |
| YTD | +50.0% | +0.4% | +49.6% | +46.8% |
| 1Y | +50.5% | +1.9% | +48.6% | +45.9% |
| 3Y | +25.2% | +108.5% | -83.3% | -18.2% |
| 5Y | +194.3% | +118.5% | +75.7% | +85.8% |
| All | +338.5% | +73.8% | +264.7% | +168.3% |
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 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