+157.0%
BTI vs CF
+120.6%
+36.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.5% |
| 7D | -1.0% | -3.2% | +2.1% | -0.8% |
| 30D | +13.0% | +4.3% | +8.6% | +12.6% |
| 3M | +5.3% | +2.8% | +2.5% | +4.9% |
| 6M | +5.3% | +0.6% | +4.7% | +5.0% |
| YTD | +12.4% | +56.6% | -44.2% | +6.6% |
| 1Y | +18.9% | +49.6% | -30.7% | +13.3% |
| 3Y | +144.0% | +61.5% | +82.6% | +126.9% |
| All | +157.0% | +120.6% | +36.4% | +129.2% |
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