+132.6%
BTI vs CNH
+64.7%
+68.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.2% | -1.9% |
| 7D | -1.4% | +23.3% | -24.7% | -5.5% |
| 30D | -6.6% | +33.5% | -40.1% | -12.1% |
| 3M | -3.0% | +32.7% | -35.7% | -8.9% |
| 6M | -6.7% | +22.2% | -28.9% | -11.3% |
| YTD | +0.6% | +57.7% | -57.1% | -9.5% |
| 1Y | +5.6% | +28.0% | -22.4% | -1.1% |
| 3Y | +110.3% | +11.5% | +98.8% | +97.8% |
| 5Y | +114.3% | +11.9% | +102.4% | +96.2% |
| 10Y | +67.7% | +162.8% | -95.1% | +17.8% |
| All | +132.6% | +64.7% | +68.0% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling