+6,024.9%
BTI vs CPB
+325.7%
+5,699.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.4% |
| 7D | -1.4% | -8.6% | +7.2% | +0.5% |
| 30D | -6.6% | -7.2% | +0.6% | -5.2% |
| 3M | -3.0% | +0.9% | -3.9% | -3.4% |
| 6M | -6.7% | -11.8% | +5.1% | -4.6% |
| YTD | +0.6% | -19.4% | +20.0% | +4.6% |
| 1Y | +5.6% | -30.4% | +36.0% | +13.2% |
| 3Y | +110.3% | -40.2% | +150.5% | +130.2% |
| 5Y | +114.3% | -39.5% | +153.8% | +132.2% |
| 10Y | +67.7% | -47.4% | +115.0% | +82.3% |
| All | +6,024.9% | +325.7% | +5,699.1% | +4,047.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling