+70.3%
BTI vs CDW
+271.4%
-201.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.0% | -7.4% | +5.4% | -0.9% |
| 30D | -3.4% | +5.8% | -9.3% | -4.4% |
| 3M | -9.0% | +10.8% | -19.8% | -10.9% |
| 6M | -5.0% | +21.5% | -26.5% | -9.4% |
| YTD | -0.3% | +6.4% | -6.7% | -2.9% |
| 1Y | +3.1% | -14.8% | +17.9% | +4.5% |
| 3Y | +111.0% | -29.9% | +140.8% | +118.5% |
| 5Y | +117.0% | -22.9% | +139.9% | +115.2% |
| All | +70.3% | +271.4% | -201.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CDW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling