-9.4%
BITO vs CIEN
+539.3%
-548.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +1.1% | -4.6% | +5.6% | +1.8% |
| 30D | +21.8% | -12.8% | +34.6% | +24.6% |
| 3M | +25.0% | -23.1% | +48.1% | +30.4% |
| 6M | +11.3% | +6.1% | +5.2% | +3.3% |
| YTD | -12.7% | +44.5% | -57.2% | -27.0% |
| 1Y | -32.3% | +176.6% | -208.9% | -54.0% |
| 3Y | +150.3% | +601.0% | -450.6% | +12.8% |
| All | -9.4% | +539.3% | -548.7% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling