-9.1%
BITO vs CHRW
+72.0%
-81.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -2.2% |
| 7D | +1.5% | +1.9% | -0.4% | +1.1% |
| 30D | +20.0% | +0.9% | +19.1% | +19.7% |
| 3M | +22.8% | -19.9% | +42.6% | +27.5% |
| 6M | +13.1% | -15.8% | +28.9% | +15.6% |
| YTD | -12.5% | -5.6% | -6.9% | -13.4% |
| 1Y | -32.6% | +21.0% | -53.6% | -37.8% |
| 3Y | +151.0% | +86.0% | +65.0% | +96.0% |
| All | -9.1% | +72.0% | -81.1% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling