+224.3%
CTVA vs BTI
+150.9%
+73.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | -2.1% | -1.4% | -0.7% | -1.5% |
| 30D | +12.0% | -7.0% | +19.1% | +15.4% |
| 3M | +13.5% | -6.3% | +19.8% | +16.3% |
| 6M | +12.1% | -2.0% | +14.1% | +12.2% |
| YTD | +29.0% | +0.2% | +28.8% | +27.4% |
| 1Y | +18.9% | +3.8% | +15.1% | +15.5% |
| 3Y | +78.9% | +112.1% | -33.2% | +21.6% |
| 5Y | +105.2% | +113.6% | -8.4% | +36.5% |
| All | +224.3% | +150.9% | +73.4% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling