-9.4%
BITO vs CL
+32.2%
-41.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.1% | -2.3% | +3.4% | +1.0% |
| 30D | +21.8% | -5.5% | +27.3% | +21.6% |
| 3M | +25.0% | +0.8% | +24.2% | +25.0% |
| 6M | +11.3% | -4.2% | +15.6% | +11.0% |
| YTD | -12.7% | +13.4% | -26.1% | -13.0% |
| 1Y | -32.3% | +7.1% | -39.4% | -32.4% |
| 3Y | +150.3% | +29.0% | +121.3% | +140.1% |
| All | -9.4% | +32.2% | -41.6% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling