-7.4%
BITO vs CDW
-13.2%
+5.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | +2.9% | +3.2% | -0.3% | +1.7% |
| 30D | +22.6% | +9.3% | +13.3% | +18.2% |
| 3M | +24.7% | +9.8% | +14.9% | +18.6% |
| 6M | +7.5% | +23.3% | -15.9% | -5.9% |
| YTD | -10.8% | +13.7% | -24.4% | -19.1% |
| 1Y | -29.9% | -6.5% | -23.4% | -29.4% |
| 3Y | +158.9% | -25.2% | +184.2% | +184.9% |
| All | -7.4% | -13.2% | +5.8% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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