+218.3%
CB vs BTI
+70.9%
+147.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -0.5% | -2.4% | +1.9% | +0.3% |
| 30D | -3.1% | -4.8% | +1.7% | -1.5% |
| 3M | +4.2% | -8.1% | +12.3% | +6.8% |
| 6M | +4.7% | -4.2% | +8.9% | +5.5% |
| YTD | +8.8% | -1.3% | +10.1% | +8.3% |
| 1Y | +22.6% | +2.1% | +20.5% | +20.4% |
| 3Y | +70.6% | +108.9% | -38.3% | +28.5% |
| 5Y | +99.4% | +114.5% | -15.0% | +47.7% |
| All | +218.3% | +70.9% | +147.3% | +135.1% |
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