-17.9%
BITO vs CB
+118.0%
-135.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | -6.3% | 0.0% | -6.4% | -6.3% |
| 30D | -14.6% | +7.4% | -22.0% | -15.6% |
| 3M | +11.4% | +8.6% | +2.8% | +9.9% |
| 6M | -13.3% | +16.1% | -29.5% | -15.8% |
| YTD | -20.9% | +20.2% | -41.1% | -24.1% |
| 1Y | -32.1% | +27.2% | -59.3% | -35.8% |
| 3Y | +58.2% | +72.7% | -14.5% | +31.4% |
| 5Y | -13.6% | +105.9% | -119.5% | -31.7% |
| All | -17.9% | +118.0% | -135.9% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling