-23.4%
BITO vs CB
+34.9%
-58.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +3.7% |
| 7D | -1.9% | +5.3% | -7.2% | 0.0% |
| 30D | -6.7% | +13.2% | -19.9% | -2.2% |
| 3M | +23.1% | +7.8% | +15.3% | +26.5% |
| 6M | -2.0% | +15.8% | -17.8% | +5.1% |
| YTD | -11.4% | +21.0% | -32.4% | -2.6% |
| 1Y | -23.4% | +32.2% | -55.5% | -14.6% |
| All | -23.4% | +34.9% | -58.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling