+4,369.3%
CNC vs BTI
+2,434.3%
+1,935.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -4.9% | -2.4% | -2.4% | -4.1% |
| 30D | -3.8% | -4.8% | +1.0% | -2.2% |
| 3M | -3.2% | -8.1% | +4.9% | -1.0% |
| 6M | +47.9% | -4.2% | +52.1% | +48.2% |
| YTD | +55.7% | -1.3% | +57.0% | +53.7% |
| 1Y | +106.2% | +2.1% | +104.1% | +100.7% |
| 3Y | -2.1% | +108.9% | -111.0% | -28.3% |
| 5Y | +3.4% | +114.5% | -111.1% | -25.5% |
| 10Y | +91.7% | +72.2% | +19.4% | +42.8% |
| All | +4,369.3% | +2,434.3% | +1,935.0% | +1,888.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling