+60.8%
BITO vs CB
+72.3%
-11.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.3% |
| 7D | -6.3% | 0.0% | -6.4% | -6.3% |
| 30D | -14.6% | +7.4% | -22.0% | -13.8% |
| 3M | +11.4% | +8.6% | +2.8% | +12.6% |
| 6M | -13.3% | +16.1% | -29.5% | -11.7% |
| YTD | -20.9% | +20.2% | -41.1% | -19.4% |
| 1Y | -32.1% | +27.2% | -59.3% | -30.8% |
| All | +60.8% | +72.3% | -11.4% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling