-10.6%
BITO vs CB
+98.0%
-108.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -5.8% | -2.8% | -3.1% | -5.4% |
| 30D | +21.1% | -2.4% | +23.5% | +21.6% |
| 3M | +23.5% | +2.8% | +20.7% | +22.6% |
| 6M | +8.3% | +4.8% | +3.5% | +7.0% |
| YTD | -13.9% | +9.2% | -23.0% | -16.0% |
| 1Y | -34.5% | +22.8% | -57.3% | -38.2% |
| 3Y | +147.0% | +71.1% | +75.9% | +100.7% |
| All | -10.6% | +98.0% | -108.5% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling