-10.6%
BITO vs CHRW
+75.1%
-85.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.4% | +3.5% | -6.9% | -4.1% |
| 30D | +21.4% | +4.6% | +16.8% | +20.2% |
| 3M | +20.5% | -19.7% | +40.2% | +25.1% |
| 6M | +7.4% | -12.4% | +19.8% | +8.8% |
| YTD | -13.9% | -3.9% | -10.0% | -15.1% |
| 1Y | -35.1% | +18.4% | -53.4% | -39.6% |
| 3Y | +156.8% | +88.8% | +68.0% | +100.1% |
| All | -10.6% | +75.1% | -85.6% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling