+193.3%
COP vs BTI
+113.9%
+79.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -0.5% | -2.4% | +1.9% | +0.2% |
| 30D | +11.7% | -4.8% | +16.5% | +13.1% |
| 3M | +17.7% | -8.1% | +25.8% | +19.9% |
| 6M | +18.3% | -4.2% | +22.5% | +18.5% |
| YTD | +49.1% | -1.3% | +50.4% | +47.3% |
| 1Y | +53.3% | +2.1% | +51.2% | +49.6% |
| 3Y | +22.2% | +108.9% | -86.8% | -14.7% |
| 5Y | +193.3% | +114.5% | +78.8% | +97.1% |
| All | +193.3% | +113.9% | +79.4% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling