+71.8%
CB vs BTI
+143.0%
-71.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.0% |
| 7D | +0.2% | -1.0% | +1.3% | +0.5% |
| 30D | +9.1% | +13.0% | -3.9% | +6.5% |
| 3M | +3.4% | +5.3% | -1.9% | +2.3% |
| 6M | +14.1% | +5.3% | +8.8% | +12.5% |
| YTD | +18.0% | +12.4% | +5.6% | +14.8% |
| 1Y | +30.1% | +18.9% | +11.2% | +25.0% |
| 3Y | +71.8% | +144.0% | -72.3% | +44.6% |
| All | +71.8% | +143.0% | -71.2% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling