+180.5%
COR vs BTI
+115.0%
+65.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -1.9% | -1.4% | -0.5% | -1.6% |
| 30D | +1.5% | -7.0% | +8.6% | +3.3% |
| 3M | +18.7% | -6.3% | +25.0% | +20.5% |
| 6M | -9.0% | -2.0% | -7.1% | -8.9% |
| YTD | -3.3% | +0.2% | -3.5% | -3.8% |
| 1Y | +9.8% | +3.8% | +6.0% | +8.1% |
| 3Y | +87.4% | +112.1% | -24.7% | +53.2% |
| 5Y | +180.5% | +113.6% | +66.9% | +120.8% |
| All | +180.5% | +115.0% | +65.5% | +120.8% |
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