-17.9%
BITO vs CMS
+34.7%
-52.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.3% |
| 7D | -6.3% | -1.3% | -5.0% | -6.2% |
| 30D | -14.6% | +5.3% | -19.9% | -15.1% |
| 3M | +11.4% | -0.3% | +11.8% | +11.4% |
| 6M | -13.3% | -4.0% | -9.3% | -13.0% |
| YTD | -20.9% | +2.1% | -23.1% | -21.5% |
| 1Y | -32.1% | -4.7% | -27.4% | -31.8% |
| 3Y | +58.2% | +36.8% | +21.4% | +45.3% |
| 5Y | -13.6% | +34.9% | -48.4% | -15.3% |
| All | -17.9% | +34.7% | -52.6% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling