-7.4%
BITO vs CL
+33.3%
-40.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.5% |
| 7D | +2.9% | -2.2% | +5.1% | +2.8% |
| 30D | +22.6% | -4.8% | +27.4% | +22.4% |
| 3M | +24.7% | +4.9% | +19.7% | +24.7% |
| 6M | +7.5% | -5.7% | +13.2% | +7.1% |
| YTD | -10.8% | +14.4% | -25.2% | -11.1% |
| 1Y | -29.9% | +8.7% | -38.7% | -30.0% |
| 3Y | +158.9% | +30.0% | +128.9% | +148.4% |
| All | -7.4% | +33.3% | -40.7% | -15.1% |
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