+6,745.4%
BTI vs CP
+7,734.8%
-989.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.1% |
| 7D | -1.0% | +2.8% | -3.8% | -1.6% |
| 30D | +13.0% | +10.2% | +2.8% | +10.5% |
| 3M | +5.3% | +2.4% | +3.0% | +4.7% |
| 6M | +5.3% | +7.7% | -2.4% | +3.5% |
| YTD | +12.4% | +26.0% | -13.6% | +6.5% |
| 1Y | +18.9% | +34.6% | -15.7% | +11.0% |
| 3Y | +144.0% | +26.7% | +117.4% | +128.1% |
| 5Y | +156.3% | +24.9% | +131.3% | +137.7% |
| 10Y | +115.3% | +258.6% | -143.4% | +56.1% |
| All | +6,745.4% | +7,734.8% | -989.5% | +2,426.9% |
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