+3,532.7%
BTI vs CNI
+6,457.9%
-2,925.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | -2.0% | -1.1% | -0.9% | -1.7% |
| 30D | -3.4% | -3.5% | +0.1% | -2.5% |
| 3M | -9.0% | +2.2% | -11.2% | -9.6% |
| 6M | -5.0% | +15.1% | -20.1% | -8.8% |
| YTD | -0.3% | +24.7% | -25.0% | -6.6% |
| 1Y | +3.1% | +33.4% | -30.3% | -5.3% |
| 3Y | +111.0% | +19.5% | +91.5% | +97.3% |
| 5Y | +117.0% | +12.6% | +104.5% | +104.0% |
| 10Y | +73.9% | +134.7% | -60.8% | +31.0% |
| All | +3,532.7% | +6,457.9% | -2,925.1% | +1,349.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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