+4,492.0%
COP vs BTI
+6,053.3%
-1,561.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +3.0% | -1.4% | +4.4% | +3.4% |
| 30D | +17.5% | -6.6% | +24.1% | +19.4% |
| 3M | +13.4% | -3.0% | +16.3% | +13.8% |
| 6M | +17.7% | -6.7% | +24.4% | +19.0% |
| YTD | +46.6% | +0.6% | +46.0% | +45.2% |
| 1Y | +44.6% | +5.6% | +39.0% | +41.2% |
| 3Y | +20.7% | +110.3% | -89.6% | -2.6% |
| 5Y | +185.0% | +114.3% | +70.8% | +129.0% |
| 10Y | +347.0% | +67.7% | +279.3% | +273.0% |
| All | +4,492.0% | +6,053.3% | -1,561.4% | +2,843.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling