+135.9%
BTI vs CDW
+903.1%
-767.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -1.4% | +3.2% | -4.6% | -1.9% |
| 30D | -6.6% | +9.3% | -15.9% | -8.2% |
| 3M | -3.0% | +9.8% | -12.8% | -5.0% |
| 6M | -6.7% | +23.3% | -30.0% | -11.5% |
| YTD | +0.6% | +13.7% | -13.1% | -3.4% |
| 1Y | +5.6% | -6.5% | +12.1% | +5.2% |
| 3Y | +110.3% | -25.2% | +135.6% | +115.7% |
| 5Y | +114.3% | -19.5% | +133.8% | +111.5% |
| 10Y | +67.7% | +285.8% | -218.2% | +9.4% |
| All | +135.9% | +903.1% | -767.2% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling