+70.3%
BTI vs CNH
+157.1%
-86.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.5% |
| 7D | -2.0% | -2.5% | +0.5% | -1.6% |
| 30D | -3.4% | +27.0% | -30.4% | -8.2% |
| 3M | -9.0% | +32.6% | -41.6% | -14.5% |
| 6M | -5.0% | +23.6% | -28.6% | -10.0% |
| YTD | -0.3% | +47.8% | -48.2% | -9.2% |
| 1Y | +3.1% | +21.3% | -18.2% | -2.3% |
| 3Y | +111.0% | +7.0% | +104.0% | +100.0% |
| 5Y | +117.0% | +10.2% | +106.8% | +98.4% |
| All | +70.3% | +157.1% | -86.8% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling