+112.1%
BTI vs CDW
-29.2%
+141.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.4% |
| 7D | -1.4% | -3.9% | +2.5% | -1.4% |
| 30D | -7.0% | +6.9% | -13.9% | -7.0% |
| 3M | -6.3% | +7.7% | -14.0% | -6.4% |
| 6M | -2.0% | +18.3% | -20.3% | -2.0% |
| YTD | +0.2% | +7.8% | -7.6% | +0.4% |
| 1Y | +3.8% | -12.2% | +16.0% | +4.5% |
| 3Y | +112.1% | -28.9% | +141.0% | +111.4% |
| All | +112.1% | -29.2% | +141.3% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling