-1.5%
CNC vs BTI
+108.0%
-109.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.1% |
| 7D | -3.9% | -2.0% | -1.9% | -3.9% |
| 30D | +0.8% | -3.4% | +4.2% | +0.8% |
| 3M | +0.1% | -9.0% | +9.1% | +0.1% |
| 6M | +79.7% | -5.0% | +84.7% | +79.4% |
| YTD | +58.9% | -0.3% | +59.3% | +58.1% |
| 1Y | +109.1% | +3.1% | +106.0% | +107.7% |
| All | -1.5% | +108.0% | -109.5% | -19.4% |
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