+159.7%
BTI vs CNH
+40.2%
+119.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +2.0% |
| 7D | -0.1% | +4.5% | -4.6% | -1.2% |
| 30D | +9.6% | +7.6% | +1.9% | +7.7% |
| 3M | +8.3% | +17.0% | -8.7% | +4.0% |
| 6M | +7.5% | +12.9% | -5.4% | +3.4% |
| YTD | +12.3% | +34.3% | -22.0% | +3.7% |
| 1Y | +16.2% | +28.5% | -12.3% | +8.1% |
| 3Y | +148.0% | +31.9% | +116.1% | +122.1% |
| 5Y | +153.2% | -9.6% | +162.9% | +141.2% |
| 10Y | +128.2% | +106.3% | +21.9% | +67.5% |
| All | +159.7% | +40.2% | +119.5% | +96.7% |
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