-9.1%
BITO vs CME
+56.9%
-66.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +1.5% | -2.9% | +4.4% | +2.4% |
| 30D | +20.0% | +5.5% | +14.5% | +18.2% |
| 3M | +22.8% | +11.0% | +11.8% | +18.8% |
| 6M | +13.1% | -9.7% | +22.8% | +16.3% |
| YTD | -12.5% | +4.9% | -17.3% | -15.2% |
| 1Y | -32.6% | +10.1% | -42.6% | -35.9% |
| 3Y | +151.0% | +53.5% | +97.5% | +93.0% |
| All | -9.1% | +56.9% | -66.0% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling