+113.6%
BTI vs CNH
+7.1%
+106.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.4% |
| 7D | -1.4% | +8.8% | -10.2% | -2.6% |
| 30D | -7.0% | +24.7% | -31.7% | -9.9% |
| 3M | -6.3% | +27.3% | -33.7% | -9.7% |
| 6M | -2.0% | +23.2% | -25.1% | -5.4% |
| YTD | +0.2% | +48.9% | -48.7% | -6.0% |
| 1Y | +3.8% | +19.4% | -15.6% | +0.4% |
| 3Y | +112.1% | +7.8% | +104.3% | +105.1% |
| 5Y | +113.6% | +8.7% | +104.9% | +97.8% |
| All | +113.6% | +7.1% | +106.5% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling