+156.8%
BITO vs CLX
-36.5%
+193.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -3.4% | -5.7% | +2.3% | -3.0% |
| 30D | +21.4% | -17.0% | +38.4% | +23.0% |
| 3M | +20.5% | -9.7% | +30.2% | +21.4% |
| 6M | +7.4% | -19.8% | +27.2% | +10.1% |
| YTD | -13.9% | -9.8% | -4.0% | -13.4% |
| 1Y | -35.1% | -26.2% | -8.9% | -32.9% |
| 3Y | +156.8% | -36.2% | +193.0% | +164.9% |
| All | +156.8% | -36.5% | +193.3% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling