-10.6%
BITO vs CNH
+4.1%
-14.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -3.4% | -5.7% | +2.2% | -1.9% |
| 30D | +21.4% | +26.6% | -5.1% | +13.0% |
| 3M | +20.5% | +31.1% | -10.6% | +10.3% |
| 6M | +7.4% | +24.9% | -17.5% | -1.2% |
| YTD | -13.9% | +48.7% | -62.6% | -25.6% |
| 1Y | -35.1% | +22.2% | -57.3% | -40.2% |
| 3Y | +156.8% | +7.4% | +149.4% | +140.8% |
| All | -10.6% | +4.1% | -14.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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