-9.4%
BITO vs CLX
-33.0%
+23.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | +1.1% | -4.9% | +6.0% | +1.5% |
| 30D | +21.8% | -15.8% | +37.6% | +23.6% |
| 3M | +25.0% | -7.9% | +33.0% | +25.8% |
| 6M | +11.3% | -19.0% | +30.4% | +13.7% |
| YTD | -12.7% | -7.9% | -4.8% | -12.3% |
| 1Y | -32.3% | -25.4% | -6.9% | -30.3% |
| 3Y | +150.3% | -35.0% | +185.4% | +159.9% |
| All | -9.4% | -33.0% | +23.6% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling