+101.0%
CB vs BTI
+115.0%
-14.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +0.5% | -1.4% | +1.9% | +0.9% |
| 30D | -3.1% | -6.6% | +3.5% | -1.2% |
| 3M | +9.0% | -3.0% | +11.9% | +9.6% |
| 6M | +2.9% | -6.7% | +9.5% | +4.3% |
| YTD | +10.1% | +0.6% | +9.5% | +8.9% |
| 1Y | +22.8% | +5.6% | +17.2% | +19.3% |
| 3Y | +73.8% | +110.3% | -36.5% | +30.9% |
| All | +101.0% | +115.0% | -14.0% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling