+6,002.7%
BTI vs CHD
+10,010.3%
-4,007.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +0.1% |
| 7D | -1.4% | -2.9% | +1.5% | -0.8% |
| 30D | -7.0% | -6.2% | -0.8% | -5.8% |
| 3M | -6.3% | +1.6% | -7.9% | -6.6% |
| 6M | -2.0% | -3.5% | +1.6% | -1.3% |
| YTD | +0.2% | +16.2% | -16.0% | -3.1% |
| 1Y | +3.8% | +3.4% | +0.4% | +2.8% |
| 3Y | +112.1% | +4.6% | +107.5% | +108.2% |
| 5Y | +113.6% | +21.1% | +92.5% | +101.8% |
| 10Y | +69.6% | +126.5% | -56.9% | +38.0% |
| All | +6,002.7% | +10,010.3% | -4,007.6% | +2,464.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 all: compounded portfolio wealth divided by compounded CHD 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…
all analysis · Full analysis span regression · 6 months rolling