+71.4%
BTI vs CP
+232.0%
-160.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.2% | -2.6% | +2.4% | +0.6% |
| 30D | -1.1% | -3.7% | +2.7% | 0.0% |
| 3M | -8.8% | +0.1% | -8.9% | -8.9% |
| 6M | -4.0% | +7.8% | -11.8% | -6.3% |
| YTD | +0.4% | +21.7% | -21.3% | -5.7% |
| 1Y | +1.9% | +18.6% | -16.7% | -3.6% |
| 3Y | +108.5% | +17.5% | +91.0% | +94.3% |
| 5Y | +118.5% | +35.4% | +83.2% | +89.9% |
| All | +71.4% | +232.0% | -160.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling