+128.2%
BTI vs CP
+255.2%
-127.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.1% | +2.8% | -2.9% | -1.0% |
| 30D | +9.6% | +11.0% | -1.5% | +6.2% |
| 3M | +8.3% | +3.8% | +4.5% | +7.0% |
| 6M | +7.5% | +9.5% | -2.0% | +4.4% |
| YTD | +12.3% | +28.2% | -15.9% | +3.8% |
| 1Y | +16.2% | +33.0% | -16.7% | +6.2% |
| 3Y | +148.0% | +35.5% | +112.4% | +120.5% |
| 5Y | +153.2% | +25.8% | +127.5% | +126.5% |
| 10Y | +128.2% | +250.7% | -122.5% | +46.8% |
| All | +128.2% | +255.2% | -127.0% | +46.8% |
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