+107.7%
COST vs BTI
+118.0%
-10.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -4.7% | -1.1% | -3.6% | -4.5% |
| 3M | -7.1% | -8.8% | +1.6% | -5.6% |
| 6M | -8.5% | -4.0% | -4.6% | -7.9% |
| YTD | +5.4% | +0.4% | +5.0% | +5.2% |
| 1Y | -5.6% | +1.9% | -7.6% | -6.2% |
| 3Y | +68.5% | +108.5% | -40.0% | +44.8% |
| All | +107.7% | +118.0% | -10.3% | +80.6% |
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 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