-10.6%
BITO vs CCL
+2.1%
-12.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -5.8% | -4.3% | -1.5% | -4.6% |
| 30D | +21.1% | -19.0% | +40.1% | +28.7% |
| 3M | +23.5% | -13.1% | +36.6% | +27.9% |
| 6M | +8.3% | -13.3% | +21.6% | +10.9% |
| YTD | -13.9% | -25.2% | +11.4% | -8.4% |
| 1Y | -34.5% | -27.2% | -7.3% | -30.4% |
| 3Y | +147.0% | +49.2% | +97.8% | +99.5% |
| All | -10.6% | +2.1% | -12.7% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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