+243.0%
CB vs BTI
+114.6%
+128.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -1.5% | -2.9% | +1.4% | -0.5% |
| 30D | +6.5% | +8.3% | -1.7% | +3.8% |
| 3M | +4.1% | +2.9% | +1.2% | +3.0% |
| 6M | +14.4% | +6.2% | +8.2% | +11.6% |
| YTD | +17.5% | +10.9% | +6.6% | +12.4% |
| 1Y | +27.5% | +16.6% | +11.0% | +19.8% |
| 3Y | +71.6% | +142.2% | -70.6% | +22.6% |
| 5Y | +100.6% | +151.3% | -50.7% | +40.3% |
| 10Y | +243.0% | +113.9% | +129.1% | +139.6% |
| All | +243.0% | +114.6% | +128.4% | +139.6% |
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