+54.4%
CVS vs BTI
+109.4%
-55.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -0.1% | -1.1% | +1.0% | +0.1% |
| 3M | -5.2% | -8.8% | +3.6% | -4.0% |
| 6M | +26.9% | -4.0% | +30.8% | +27.5% |
| YTD | +22.1% | +0.4% | +21.7% | +21.8% |
| 1Y | +30.8% | +1.9% | +28.9% | +30.2% |
| 3Y | +54.4% | +108.5% | -54.1% | +33.9% |
| All | +54.4% | +109.4% | -55.0% | +33.9% |
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