+113.9%
BTI vs CF
+546.3%
-432.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.9% | -0.9% | -2.1% | -2.9% |
| 30D | +8.3% | +6.9% | +1.3% | +7.2% |
| 3M | +2.9% | +4.8% | -2.0% | +1.9% |
| 6M | +6.2% | +4.7% | +1.5% | +4.9% |
| YTD | +10.9% | +56.5% | -45.6% | +1.9% |
| 1Y | +16.6% | +48.4% | -31.9% | +7.9% |
| 3Y | +142.2% | +59.1% | +83.1% | +117.6% |
| 5Y | +151.3% | +109.5% | +41.8% | +107.6% |
| 10Y | +113.9% | +487.0% | -373.1% | +50.6% |
| All | +113.9% | +546.3% | -432.4% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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