+160.3%
BITO vs CL
+29.0%
+131.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.1% | -2.3% | +3.4% | +0.7% |
| 30D | +21.8% | -5.5% | +27.3% | +20.8% |
| 3M | +25.0% | +0.8% | +24.2% | +25.2% |
| 6M | +11.3% | -4.2% | +15.6% | +10.4% |
| YTD | -12.7% | +13.4% | -26.1% | -11.6% |
| 1Y | -32.3% | +7.1% | -39.4% | -31.6% |
| All | +160.3% | +29.0% | +131.3% | +154.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling