+6,763.4%
BTI vs CP
+7,870.8%
-1,107.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.0% | -0.7% | -2.4% | -2.9% |
| 30D | +9.8% | +9.6% | +0.1% | +7.5% |
| 3M | +9.2% | +2.2% | +6.9% | +8.6% |
| 6M | +4.0% | +11.1% | -7.1% | +1.5% |
| YTD | +12.7% | +28.2% | -15.5% | +6.3% |
| 1Y | +15.9% | +32.2% | -16.2% | +8.6% |
| 3Y | +148.9% | +35.5% | +113.4% | +129.1% |
| 5Y | +152.8% | +26.8% | +126.0% | +133.7% |
| 10Y | +124.2% | +256.9% | -132.7% | +62.7% |
| All | +6,763.4% | +7,870.8% | -1,107.5% | +2,423.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling