-29.9%
BITO vs COR
+12.8%
-42.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.6% |
| 7D | +2.9% | +2.8% | +0.1% | +3.2% |
| 30D | +22.6% | +4.5% | +18.1% | +23.2% |
| 3M | +24.7% | +22.7% | +2.0% | +26.9% |
| 6M | +7.5% | -9.7% | +17.2% | +6.7% |
| YTD | -10.8% | -1.4% | -9.4% | -8.2% |
| 1Y | -29.9% | +13.9% | -43.8% | -29.2% |
| All | -29.9% | +12.8% | -42.7% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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