+160.6%
BTI vs CNH
+36.9%
+123.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.1% | +0.8% |
| 7D | -3.2% | +6.4% | -9.6% | -4.6% |
| 30D | +9.7% | -1.6% | +11.3% | +9.7% |
| 3M | +11.1% | +11.6% | -0.5% | +7.7% |
| 6M | -1.2% | +12.5% | -13.7% | -4.9% |
| YTD | +12.7% | +31.1% | -18.4% | +4.5% |
| 1Y | +15.8% | +17.0% | -1.2% | +9.8% |
| 3Y | +148.9% | +28.7% | +120.2% | +123.8% |
| 5Y | +151.9% | -17.4% | +169.3% | +144.9% |
| 10Y | +124.2% | +105.0% | +19.2% | +64.7% |
| All | +160.6% | +36.9% | +123.8% | +98.2% |
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