+69.6%
BTI vs CF
+589.1%
-519.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -1.4% | -0.9% | -0.4% | -1.3% |
| 30D | -7.0% | +18.1% | -25.1% | -9.2% |
| 3M | -6.3% | +23.4% | -29.7% | -9.2% |
| 6M | -2.0% | +17.1% | -19.1% | -5.1% |
| YTD | +0.2% | +76.2% | -76.0% | -9.0% |
| 1Y | +3.8% | +62.3% | -58.5% | -4.7% |
| 3Y | +112.1% | +71.8% | +40.2% | +89.7% |
| 5Y | +113.6% | +234.6% | -120.9% | +64.0% |
| 10Y | +69.6% | +574.3% | -504.7% | +20.6% |
| All | +69.6% | +589.1% | -519.5% | +20.6% |
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