+47.0%
CVX vs BTI
+24.7%
+22.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.4% | -7.1% | -3.8% |
| 7D | -5.3% | +5.3% | -10.6% | -5.5% |
| 30D | +5.1% | +19.1% | -14.0% | +4.3% |
| 3M | +14.9% | +6.5% | +8.4% | +14.5% |
| 6M | +14.9% | +9.4% | +5.4% | +14.3% |
| YTD | +46.3% | +14.4% | +31.9% | +42.2% |
| 1Y | +47.0% | +23.9% | +23.1% | +45.4% |
| All | +47.0% | +24.7% | +22.4% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling