+154.4%
BTI vs CPB
-33.2%
+187.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.8% | +0.9% |
| 7D | +1.6% | -1.6% | +3.2% | +1.9% |
| 30D | +9.2% | +19.2% | -10.0% | +6.1% |
| 3M | +9.6% | -1.0% | +10.6% | +9.4% |
| 6M | -2.4% | +15.2% | -17.7% | -4.9% |
| YTD | +14.2% | -13.1% | +27.3% | +15.8% |
| 1Y | +20.3% | -22.4% | +42.7% | +24.3% |
| 3Y | +147.4% | -35.3% | +182.7% | +161.6% |
| All | +154.4% | -33.2% | +187.6% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling