+73.1%
CVX vs BTI
+149.4%
-76.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.5% |
| 7D | +3.4% | +1.6% | +1.8% | +3.3% |
| 30D | -1.0% | +9.2% | -10.2% | -1.7% |
| 3M | +12.2% | +9.6% | +2.6% | +11.4% |
| 6M | +20.3% | -2.4% | +22.8% | +20.6% |
| YTD | +48.3% | +14.2% | +34.1% | +46.0% |
| 1Y | +46.9% | +20.3% | +26.6% | +44.0% |
| 3Y | +73.1% | +147.4% | -74.3% | +43.9% |
| All | +73.1% | +149.4% | -76.3% | +43.9% |
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