+163.3%
BTI vs CDW
+1,014.9%
-851.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.7% |
| 7D | -0.1% | +13.1% | -13.2% | -2.3% |
| 30D | +9.6% | +19.1% | -9.5% | +6.2% |
| 3M | +8.3% | +24.7% | -16.4% | +3.8% |
| 6M | +7.5% | +63.4% | -55.9% | -2.6% |
| YTD | +12.3% | +26.3% | -14.1% | +5.6% |
| 1Y | +16.2% | +20.6% | -4.4% | +10.3% |
| 3Y | +148.0% | -16.3% | +164.3% | +148.6% |
| 5Y | +153.2% | -3.9% | +157.2% | +140.4% |
| 10Y | +128.2% | +331.5% | -203.3% | +45.5% |
| All | +163.3% | +1,014.9% | -851.5% | +46.4% |
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 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