-32.2%
BITO vs CL
+29.8%
-62.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -3.2% |
| 7D | -9.2% | +3.2% | -12.4% | -8.5% |
| 30D | -15.9% | +8.0% | -24.0% | -14.2% |
| 3M | +7.3% | +7.9% | -0.5% | +9.4% |
| 6M | -15.2% | +14.7% | -29.9% | -12.0% |
| YTD | -23.8% | +29.2% | -52.9% | -19.5% |
| 1Y | -32.2% | +29.5% | -61.7% | -28.0% |
| All | -32.2% | +29.8% | -62.0% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling