+156.8%
BITO vs CMI
+150.2%
+6.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | +21.4% | -12.4% | +33.8% | +28.1% |
| 3M | +20.5% | -14.8% | +35.3% | +27.6% |
| 6M | +7.4% | +0.8% | +6.6% | +3.2% |
| YTD | -13.9% | +10.2% | -24.1% | -19.9% |
| 1Y | -35.1% | +37.4% | -72.5% | -45.5% |
| 3Y | +156.8% | +153.3% | +3.5% | +77.0% |
| All | +156.8% | +150.2% | +6.6% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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