-10.6%
BITO vs CL
+30.3%
-40.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -3.4% | -2.2% | -1.2% | -3.5% |
| 30D | +21.4% | -6.0% | +27.4% | +21.2% |
| 3M | +20.5% | -2.3% | +22.8% | +20.4% |
| 6M | +7.4% | -2.0% | +9.4% | +7.2% |
| YTD | -13.9% | +11.8% | -25.7% | -14.2% |
| 1Y | -35.1% | +5.8% | -40.9% | -35.1% |
| 3Y | +156.8% | +25.9% | +130.9% | +146.6% |
| All | -10.6% | +30.3% | -40.9% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling