-31.3%
BITO vs CHYM
-23.3%
-8.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -3.4% | -2.3% | -1.2% | -3.1% |
| 30D | +21.4% | +4.4% | +17.0% | +20.2% |
| 3M | +20.5% | +91.3% | -70.8% | +3.3% |
| 6M | +7.4% | +44.0% | -36.6% | -2.4% |
| YTD | -13.9% | +31.1% | -45.0% | -20.7% |
| 1Y | -35.1% | +37.8% | -72.9% | -42.4% |
| All | -31.3% | -23.3% | -8.0% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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