-9.4%
BITO vs CMS
+31.6%
-40.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +21.8% | -1.3% | +23.1% | +21.9% |
| 3M | +25.0% | -5.4% | +30.4% | +25.6% |
| 6M | +11.3% | -10.3% | +21.7% | +12.8% |
| YTD | -12.7% | -0.2% | -12.5% | -13.1% |
| 1Y | -32.3% | -0.9% | -31.4% | -32.5% |
| 3Y | +150.3% | +34.0% | +116.4% | +130.4% |
| All | -9.4% | +31.6% | -40.9% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling