-20.9%
BITO vs CL
+50.5%
-71.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -3.5% |
| 7D | -9.2% | +3.2% | -12.4% | -9.1% |
| 30D | -15.9% | +8.0% | -24.0% | -15.6% |
| 3M | +7.3% | +7.9% | -0.5% | +7.7% |
| 6M | -15.2% | +14.7% | -29.9% | -14.7% |
| YTD | -23.8% | +29.2% | -52.9% | -23.6% |
| 1Y | -32.2% | +29.5% | -61.7% | -32.1% |
| 3Y | +55.1% | +40.7% | +14.4% | +50.9% |
| 5Y | -16.7% | +43.9% | -60.5% | -21.6% |
| All | -20.9% | +50.5% | -71.4% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling