+105.2%
CTVA vs BTI
+116.2%
-11.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -4.7% | -2.0% | -2.7% | -4.1% |
| 30D | +11.1% | -3.4% | +14.5% | +12.3% |
| 3M | +13.7% | -9.0% | +22.7% | +17.0% |
| 6M | +11.2% | -5.0% | +16.2% | +12.6% |
| YTD | +26.9% | -0.3% | +27.2% | +26.1% |
| 1Y | +18.8% | +3.1% | +15.7% | +16.5% |
| 3Y | +75.9% | +111.0% | -35.0% | +28.1% |
| 5Y | +105.2% | +117.0% | -11.8% | +44.1% |
| All | +105.2% | +116.2% | -11.0% | +44.1% |
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 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