+156.8%
BITO vs CME
+53.1%
+103.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -3.4% | -1.6% | -1.9% | -3.4% |
| 30D | +21.4% | +5.6% | +15.8% | +21.4% |
| 3M | +20.5% | +5.6% | +14.9% | +20.3% |
| 6M | +7.4% | -8.3% | +15.6% | +7.0% |
| YTD | -13.9% | +4.3% | -18.2% | -14.9% |
| 1Y | -35.1% | +9.1% | -44.2% | -35.8% |
| 3Y | +156.8% | +52.1% | +104.8% | +128.1% |
| All | +156.8% | +53.1% | +103.8% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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