-10.6%
BITO vs CNQ
+200.6%
-211.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.4% | +0.1% | -3.6% | -3.5% |
| 30D | +21.4% | +6.2% | +15.2% | +19.4% |
| 3M | +20.5% | +12.4% | +8.1% | +16.3% |
| 6M | +7.4% | +9.0% | -1.6% | +3.7% |
| YTD | -13.9% | +52.2% | -66.1% | -25.5% |
| 1Y | -35.1% | +65.0% | -100.1% | -45.4% |
| 3Y | +156.8% | +78.8% | +78.0% | +104.4% |
| All | -10.6% | +200.6% | -211.2% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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