-9.4%
BITO vs CCL
+3.2%
-12.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.4% |
| 7D | +1.1% | -4.4% | +5.4% | +2.4% |
| 30D | +21.8% | -18.2% | +40.0% | +29.0% |
| 3M | +25.0% | -17.7% | +42.7% | +31.6% |
| 6M | +11.3% | -13.0% | +24.4% | +13.9% |
| YTD | -12.7% | -24.5% | +11.8% | -7.5% |
| 1Y | -32.3% | -26.9% | -5.4% | -28.1% |
| 3Y | +150.3% | +50.8% | +99.6% | +101.6% |
| All | -9.4% | +3.2% | -12.5% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling