-23.4%
BITO vs CNP
+8.7%
-32.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +2.5% |
| 7D | -1.9% | -1.3% | -0.6% | -2.1% |
| 30D | -6.7% | +8.7% | -15.4% | -6.4% |
| 3M | +23.1% | -0.7% | +23.8% | +22.9% |
| 6M | -2.0% | -4.2% | +2.1% | -2.1% |
| YTD | -11.4% | +8.9% | -20.2% | -12.7% |
| 1Y | -23.4% | +8.3% | -31.7% | -23.7% |
| All | -23.4% | +8.7% | -32.1% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling