+4,537.5%
COP vs BTI
+6,769.3%
-2,231.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -6.1% | -0.1% | -6.0% | -6.2% |
| 30D | +1.1% | +9.6% | -8.5% | -1.3% |
| 3M | +10.9% | +8.3% | +2.6% | +8.5% |
| 6M | +20.8% | +7.5% | +13.3% | +17.8% |
| YTD | +48.0% | +12.3% | +35.8% | +42.4% |
| 1Y | +58.5% | +16.2% | +42.3% | +51.0% |
| 3Y | +28.1% | +148.0% | -119.9% | -1.0% |
| 5Y | +120.5% | +153.2% | -32.8% | +69.6% |
| 10Y | +310.1% | +128.2% | +181.9% | +219.5% |
| All | +4,537.5% | +6,769.3% | -2,231.8% | +2,786.1% |
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