+160.3%
BITO vs CNH
+9.4%
+150.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | +1.1% | +1.8% | -0.8% | +0.7% |
| 30D | +21.8% | +32.6% | -10.9% | +15.1% |
| 3M | +25.0% | +29.4% | -4.4% | +18.3% |
| 6M | +11.3% | +26.0% | -14.6% | +5.6% |
| YTD | -12.7% | +52.2% | -64.9% | -21.0% |
| 1Y | -32.3% | +23.9% | -56.2% | -35.7% |
| All | +160.3% | +9.4% | +150.9% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling