+147.4%
BTI vs CPB
-35.1%
+182.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.8% | +1.0% |
| 7D | +1.6% | -1.6% | +3.2% | +1.8% |
| 30D | +9.2% | +19.2% | -10.0% | +7.1% |
| 3M | +9.6% | -1.0% | +10.6% | +9.3% |
| 6M | -2.4% | +15.2% | -17.7% | -3.8% |
| YTD | +14.2% | -13.1% | +27.3% | +14.5% |
| 1Y | +20.3% | -22.4% | +42.7% | +21.8% |
| 3Y | +147.4% | -35.3% | +182.7% | +178.2% |
| All | +147.4% | -35.1% | +182.5% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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