+68.6%
BTI vs CDW
+270.8%
-202.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -2.4% | -4.2% | +1.8% | -1.8% |
| 30D | -4.8% | +4.9% | -9.6% | -5.6% |
| 3M | -8.1% | +7.3% | -15.4% | -9.6% |
| 6M | -4.2% | +19.2% | -23.4% | -8.3% |
| YTD | -1.3% | +6.2% | -7.5% | -3.8% |
| 1Y | +2.1% | -14.0% | +16.1% | +3.3% |
| 3Y | +108.9% | -30.0% | +138.9% | +116.5% |
| 5Y | +114.5% | -23.6% | +138.1% | +113.2% |
| All | +68.6% | +270.8% | -202.2% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling