+5.6%
CNC vs BTI
+118.0%
-112.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.0% | -1.1% | +0.1% | -0.8% |
| 3M | +4.5% | -8.8% | +13.3% | +6.0% |
| 6M | +85.2% | -4.0% | +89.2% | +85.2% |
| YTD | +61.4% | +0.4% | +61.1% | +59.0% |
| 1Y | +94.9% | +1.9% | +93.0% | +91.1% |
| 3Y | 0.0% | +108.5% | -108.5% | -26.2% |
| All | +5.6% | +118.0% | -112.4% | -25.6% |
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 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