-20.9%
BITO vs CMS
+36.9%
-57.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.7% |
| 7D | -9.2% | +1.7% | -11.0% | -9.4% |
| 30D | -15.9% | +6.2% | -22.1% | -16.5% |
| 3M | +7.3% | +0.6% | +6.7% | +7.2% |
| 6M | -15.2% | -1.8% | -13.4% | -15.1% |
| YTD | -23.8% | +3.8% | -27.6% | -24.5% |
| 1Y | -32.2% | -1.8% | -30.4% | -32.1% |
| 3Y | +55.1% | +39.8% | +15.3% | +42.0% |
| 5Y | -16.7% | +37.1% | -53.8% | -18.4% |
| All | -20.9% | +36.9% | -57.8% | -22.7% |
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