-29.9%
BITO vs CLX
-20.9%
-9.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -2.5% |
| 7D | +2.9% | -9.2% | +12.1% | +2.7% |
| 30D | +22.6% | -11.0% | +33.6% | +22.4% |
| 3M | +24.7% | +5.0% | +19.6% | +25.0% |
| 6M | +7.5% | -18.8% | +26.3% | +9.0% |
| YTD | -10.8% | -4.4% | -6.4% | -10.4% |
| 1Y | -29.9% | -21.9% | -8.1% | -29.6% |
| All | -29.9% | -20.9% | -9.1% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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