+170.6%
CVX vs BTI
+116.2%
+54.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +0.7% | -2.0% | +2.7% | +1.1% |
| 30D | +9.1% | -3.4% | +12.6% | +9.8% |
| 3M | +13.1% | -9.0% | +22.1% | +14.9% |
| 6M | +16.3% | -5.0% | +21.3% | +16.8% |
| YTD | +43.5% | -0.3% | +43.8% | +42.2% |
| 1Y | +40.2% | +3.1% | +37.0% | +37.6% |
| 3Y | +44.2% | +111.0% | -66.7% | +11.7% |
| 5Y | +170.6% | +117.0% | +53.6% | +103.2% |
| All | +170.6% | +116.2% | +54.4% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling