+14,787.4%
CAH vs BTI
+5,940.0%
+8,847.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -2.2% | -2.4% | +0.2% | -1.7% |
| 30D | +1.2% | -4.8% | +6.0% | +2.2% |
| 3M | +13.1% | -8.1% | +21.2% | +14.8% |
| 6M | +8.5% | -4.2% | +12.7% | +9.0% |
| YTD | +17.6% | -1.3% | +18.9% | +17.4% |
| 1Y | +60.7% | +2.1% | +58.5% | +59.1% |
| 3Y | +183.2% | +108.9% | +74.2% | +140.4% |
| 5Y | +402.2% | +114.5% | +287.7% | +322.4% |
| 10Y | +302.3% | +72.2% | +230.1% | +244.9% |
| All | +14,787.4% | +5,940.0% | +8,847.5% | +8,103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling