+40.6%
CVX vs BTI
+3.5%
+37.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +9.8% | -1.1% | +10.9% | +9.9% |
| 3M | +16.2% | -8.8% | +25.0% | +16.6% |
| 6M | +13.6% | -4.0% | +17.6% | +13.8% |
| YTD | +44.4% | +0.4% | +44.0% | +42.5% |
| 1Y | +40.6% | +1.9% | +38.7% | +41.0% |
| All | +40.6% | +3.5% | +37.1% | +41.0% |
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