+112.1%
BTI vs CP
+20.4%
+91.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -1.4% | +2.4% | -3.8% | -1.9% |
| 30D | -7.0% | -0.5% | -6.5% | -7.0% |
| 3M | -6.3% | +1.4% | -7.7% | -6.6% |
| 6M | -2.0% | +10.3% | -12.3% | -3.8% |
| YTD | +0.2% | +24.3% | -24.1% | -3.6% |
| 1Y | +3.8% | +20.4% | -16.7% | +0.2% |
| 3Y | +112.1% | +21.8% | +90.3% | +100.3% |
| All | +112.1% | +20.4% | +91.7% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling