+156.8%
BITO vs CCI
-10.3%
+167.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.4% |
| 7D | -3.4% | -0.3% | -3.2% | -3.4% |
| 30D | +21.4% | +2.2% | +19.2% | +21.0% |
| 3M | +20.5% | -16.9% | +37.4% | +24.0% |
| 6M | +7.4% | -11.5% | +18.9% | +9.1% |
| YTD | -13.9% | -12.8% | -1.0% | -12.5% |
| 1Y | -35.1% | -17.1% | -18.0% | -33.7% |
| 3Y | +156.8% | -9.6% | +166.5% | +174.1% |
| All | +156.8% | -10.3% | +167.1% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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