+75.1%
CTVA vs BTI
+108.0%
-32.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -4.7% | -2.0% | -2.7% | -4.2% |
| 30D | +11.1% | -3.4% | +14.5% | +12.0% |
| 3M | +13.7% | -9.0% | +22.7% | +16.2% |
| 6M | +11.2% | -5.0% | +16.2% | +12.4% |
| YTD | +26.9% | -0.3% | +27.2% | +26.7% |
| 1Y | +18.8% | +3.1% | +15.7% | +17.4% |
| All | +75.1% | +108.0% | -32.8% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling