+216.7%
CTVA vs BTI
+151.3%
+65.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | +11.3% | -1.1% | +12.4% | +11.7% |
| 3M | +12.3% | -8.8% | +21.1% | +16.4% |
| 6M | +7.2% | -4.0% | +11.1% | +8.2% |
| YTD | +26.0% | +0.4% | +25.6% | +24.4% |
| 1Y | +16.0% | +1.9% | +14.1% | +13.6% |
| 3Y | +73.9% | +108.5% | -34.6% | +19.3% |
| 5Y | +103.8% | +118.5% | -14.7% | +33.9% |
| All | +216.7% | +151.3% | +65.4% | +97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling