+246.7%
CB vs BTI
+125.1%
+121.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.2% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +8.2% | +9.6% | -1.4% | +4.9% |
| 3M | +6.3% | +8.3% | -2.0% | +3.4% |
| 6M | +16.2% | +7.5% | +8.7% | +12.8% |
| YTD | +19.3% | +12.3% | +7.1% | +13.7% |
| 1Y | +29.2% | +16.2% | +13.0% | +21.5% |
| 3Y | +71.4% | +148.0% | -76.6% | +21.2% |
| 5Y | +104.2% | +153.2% | -49.0% | +42.1% |
| 10Y | +246.7% | +128.2% | +118.4% | +139.9% |
| All | +246.7% | +125.1% | +121.6% | +139.9% |
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