+147.4%
BTI vs CG
+46.4%
+101.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.4% |
| 7D | +1.6% | +0.2% | +1.5% | +1.6% |
| 30D | +9.2% | +11.2% | -2.0% | +8.9% |
| 3M | +9.6% | -22.1% | +31.7% | +10.4% |
| 6M | -2.4% | -17.9% | +15.5% | -1.9% |
| YTD | +14.2% | -31.3% | +45.5% | +15.3% |
| 1Y | +20.3% | -24.0% | +44.3% | +21.1% |
| 3Y | +147.4% | +45.0% | +102.4% | +111.6% |
| All | +147.4% | +46.4% | +101.0% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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