+118.3%
BTI vs CBOE
+136.7%
-18.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.0% |
| 7D | -0.2% | -5.8% | +5.6% | +0.7% |
| 30D | -1.1% | -3.1% | +2.1% | -0.7% |
| 3M | -8.8% | -4.8% | -4.0% | -8.2% |
| 6M | -4.0% | -0.6% | -3.4% | -4.3% |
| YTD | +0.4% | +12.8% | -12.4% | -2.5% |
| 1Y | +1.9% | +19.8% | -17.8% | -2.2% |
| 3Y | +108.5% | +86.9% | +21.6% | +84.3% |
| All | +118.3% | +136.7% | -18.4% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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