-10.6%
BITO vs CLX
-34.4%
+23.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -3.4% | -5.7% | +2.3% | -2.9% |
| 30D | +21.4% | -17.0% | +38.4% | +23.4% |
| 3M | +20.5% | -9.7% | +30.2% | +21.5% |
| 6M | +7.4% | -19.8% | +27.2% | +9.8% |
| YTD | -13.9% | -9.8% | -4.0% | -13.3% |
| 1Y | -35.1% | -26.2% | -8.9% | -33.1% |
| 3Y | +156.8% | -36.2% | +193.0% | +167.1% |
| All | -10.6% | -34.4% | +23.8% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling