-20.9%
BITO vs CB
+120.3%
-141.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.7% |
| 7D | -9.2% | +2.9% | -12.2% | -9.6% |
| 30D | -15.9% | +7.3% | -23.2% | -16.9% |
| 3M | +7.3% | +9.4% | -2.1% | +5.7% |
| 6M | -15.2% | +19.6% | -34.8% | -18.1% |
| YTD | -23.8% | +21.5% | -45.3% | -26.9% |
| 1Y | -32.2% | +28.0% | -60.2% | -35.9% |
| 3Y | +55.1% | +74.9% | -19.8% | +28.5% |
| 5Y | -16.7% | +108.1% | -124.8% | -34.3% |
| All | -20.9% | +120.3% | -141.2% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling