-10.6%
BITO vs CMS
+30.6%
-41.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -5.8% | -1.3% | -4.5% | -5.7% |
| 30D | +21.1% | -2.8% | +23.9% | +21.5% |
| 3M | +23.5% | -7.1% | +30.6% | +24.4% |
| 6M | +8.3% | -10.0% | +18.3% | +9.6% |
| YTD | -13.9% | -0.9% | -12.9% | -14.2% |
| 1Y | -34.5% | -2.0% | -32.5% | -34.7% |
| 3Y | +147.0% | +33.0% | +114.0% | +127.6% |
| All | -10.6% | +30.6% | -41.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling