-23.4%
BITO vs CIEN
+49.1%
-72.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.3% | +12.2% | +3.9% |
| 7D | -1.9% | -25.0% | +23.1% | +1.2% |
| 30D | -6.7% | -30.1% | +23.4% | -3.4% |
| 3M | +23.1% | -33.8% | +56.8% | +27.9% |
| 6M | -2.0% | -49.4% | +47.4% | +5.0% |
| YTD | -11.4% | +16.4% | -27.8% | -20.6% |
| 1Y | -23.4% | +48.9% | -72.2% | -38.3% |
| All | -23.4% | +49.1% | -72.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 1y: compounded portfolio wealth divided by compounded CIEN 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…
1y analysis · Full analysis span regression · 6 months rolling