-10.6%
BITO vs CHRW
+74.7%
-85.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | -5.8% | +4.4% | -10.2% | -6.6% |
| 30D | +21.1% | +5.5% | +15.6% | +19.7% |
| 3M | +23.5% | -17.3% | +40.8% | +27.4% |
| 6M | +8.3% | -12.7% | +20.9% | +9.8% |
| YTD | -13.9% | -4.1% | -9.7% | -15.0% |
| 1Y | -34.5% | +21.2% | -55.8% | -39.5% |
| 3Y | +147.0% | +88.9% | +58.1% | +92.3% |
| All | -10.6% | +74.7% | -85.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling