+41.0%
CVS vs BTI
+72.6%
-31.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -2.0% | -2.0% | 0.0% | -1.4% |
| 30D | +1.9% | -3.4% | +5.3% | +2.9% |
| 3M | -2.2% | -9.0% | +6.8% | +0.1% |
| 6M | +26.7% | -5.0% | +31.7% | +27.9% |
| YTD | +22.9% | -0.3% | +23.2% | +22.1% |
| 1Y | +32.9% | +3.1% | +29.8% | +30.7% |
| 3Y | +62.3% | +111.0% | -48.7% | +27.7% |
| 5Y | +34.2% | +117.0% | -82.8% | +4.2% |
| All | +41.0% | +72.6% | -31.6% | +11.7% |
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