+131.9%
BTI vs CF
+479.1%
-347.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.6% | +4.8% | -3.1% | +1.0% |
| 30D | +9.2% | +4.7% | +4.5% | +8.5% |
| 3M | +9.6% | +7.4% | +2.2% | +8.3% |
| 6M | -2.4% | +0.6% | -3.0% | -3.0% |
| YTD | +14.2% | +64.1% | -49.9% | +4.1% |
| 1Y | +20.3% | +51.4% | -31.1% | +11.0% |
| 3Y | +147.4% | +67.8% | +79.6% | +120.4% |
| 5Y | +155.4% | +114.1% | +41.3% | +110.3% |
| All | +131.9% | +479.1% | -347.1% | +57.4% |
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