+115.2%
BTI vs CF
+227.0%
-111.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.9% |
| 7D | -1.4% | +6.0% | -7.4% | -1.8% |
| 30D | -6.6% | +14.8% | -21.5% | -7.6% |
| 3M | -3.0% | +14.1% | -17.0% | -4.0% |
| 6M | -6.7% | +28.5% | -35.2% | -9.1% |
| YTD | +0.6% | +74.9% | -74.4% | -5.0% |
| 1Y | +5.6% | +61.7% | -56.1% | +0.4% |
| 3Y | +110.3% | +80.3% | +30.0% | +94.8% |
| All | +115.2% | +227.0% | -111.8% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling