+251.7%
CB vs BTI
+131.8%
+119.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +2.9% | +1.6% | +1.3% | +2.4% |
| 30D | +7.3% | +9.2% | -1.9% | +4.2% |
| 3M | +9.4% | +9.6% | -0.2% | +6.0% |
| 6M | +19.6% | -2.4% | +22.1% | +20.1% |
| YTD | +21.5% | +14.2% | +7.2% | +15.1% |
| 1Y | +28.0% | +20.3% | +7.7% | +18.9% |
| 3Y | +74.9% | +147.4% | -72.5% | +23.8% |
| 5Y | +108.1% | +155.4% | -47.3% | +44.4% |
| All | +251.7% | +131.8% | +119.8% | +143.1% |
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 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