+156.8%
BITO vs CIEN
+624.4%
-467.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.8% |
| 7D | -3.4% | +8.9% | -12.3% | -4.9% |
| 30D | +21.4% | -19.1% | +40.5% | +25.4% |
| 3M | +20.5% | -21.5% | +42.0% | +24.0% |
| 6M | +7.4% | +2.8% | +4.6% | +2.5% |
| YTD | -13.9% | +49.5% | -63.3% | -24.9% |
| 1Y | -35.1% | +163.8% | -198.9% | -50.5% |
| 3Y | +156.8% | +615.8% | -459.0% | +45.6% |
| All | +156.8% | +624.4% | -467.6% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling