-29.9%
BITO vs CLBK
+73.3%
-103.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +2.9% | +1.2% | +1.7% | +2.6% |
| 30D | +22.6% | +9.1% | +13.5% | +20.3% |
| 3M | +24.7% | +27.7% | -3.0% | +17.9% |
| 6M | +7.5% | +40.8% | -33.4% | -1.0% |
| YTD | -10.8% | +66.4% | -77.2% | -19.5% |
| 1Y | -29.9% | +72.4% | -102.3% | -37.2% |
| All | -29.9% | +73.3% | -103.2% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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