+156.8%
BITO vs CHTR
-65.7%
+222.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.4% |
| 7D | -3.4% | -4.1% | +0.6% | -3.0% |
| 30D | +21.4% | -3.0% | +24.4% | +21.5% |
| 3M | +20.5% | +4.8% | +15.7% | +19.0% |
| 6M | +7.4% | -35.0% | +42.4% | +12.0% |
| YTD | -13.9% | -30.2% | +16.3% | -11.5% |
| 1Y | -35.1% | -44.8% | +9.7% | -30.3% |
| 3Y | +156.8% | -66.6% | +223.4% | +195.4% |
| All | +156.8% | -65.7% | +222.5% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 3y: compounded portfolio wealth divided by compounded CHTR 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…
3y analysis · Full analysis span regression · 6 months rolling