-10.6%
BITO vs CDNS
+78.1%
-88.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -5.8% | -6.5% | +0.7% | -3.0% |
| 30D | +21.1% | -13.0% | +34.1% | +28.3% |
| 3M | +23.5% | -26.0% | +49.5% | +39.8% |
| 6M | +8.3% | -2.8% | +11.1% | +7.0% |
| YTD | -13.9% | -8.8% | -5.0% | -12.9% |
| 1Y | -34.5% | -15.8% | -18.7% | -31.5% |
| 3Y | +147.0% | +19.7% | +127.3% | +98.7% |
| All | -10.6% | +78.1% | -88.7% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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