+64.1%
COP vs BTI
+18.0%
+46.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.5% |
| 7D | +4.4% | +1.6% | +2.8% | +4.4% |
| 30D | 0.0% | +9.2% | -9.3% | -0.4% |
| 3M | +15.0% | +9.6% | +5.4% | +14.5% |
| 6M | +22.0% | -2.4% | +24.4% | +22.5% |
| YTD | +55.3% | +14.2% | +41.1% | +50.7% |
| 1Y | +64.1% | +20.3% | +43.8% | +58.6% |
| All | +64.1% | +18.0% | +46.1% | +58.6% |
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