-10.6%
BITO vs CLBK
+37.1%
-47.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -5.8% | -1.4% | -4.4% | -5.5% |
| 30D | +21.1% | +4.5% | +16.6% | +19.7% |
| 3M | +23.5% | +22.8% | +0.7% | +16.8% |
| 6M | +8.3% | +43.4% | -35.2% | -1.8% |
| YTD | -13.9% | +64.1% | -78.0% | -24.6% |
| 1Y | -34.5% | +67.6% | -102.1% | -43.2% |
| 3Y | +147.0% | +53.3% | +93.7% | +118.4% |
| All | -10.6% | +37.1% | -47.7% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling