+144.0%
BTI vs CF
+68.7%
+75.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -3.2% | +5.4% | -8.6% | -3.3% |
| 30D | +9.7% | +6.5% | +3.1% | +9.6% |
| 3M | +11.1% | +4.6% | +6.4% | +10.9% |
| 6M | -1.2% | -3.3% | +2.1% | -1.1% |
| YTD | +12.7% | +63.9% | -51.2% | +9.9% |
| 1Y | +15.8% | +50.4% | -34.6% | +13.4% |
| All | +144.0% | +68.7% | +75.3% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling