+287.5%
CAH vs BTI
+73.8%
+213.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | +0.2% | -1.1% | +1.2% | +0.4% |
| 3M | +6.3% | -8.8% | +15.1% | +8.9% |
| 6M | +9.4% | -4.0% | +13.3% | +10.1% |
| YTD | +15.0% | +0.4% | +14.6% | +13.9% |
| 1Y | +55.4% | +1.9% | +53.5% | +53.1% |
| 3Y | +173.8% | +108.5% | +65.3% | +111.8% |
| 5Y | +395.2% | +118.5% | +276.7% | +273.1% |
| All | +287.5% | +73.8% | +213.7% | +206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling