-10.6%
BITO vs COR
+185.4%
-196.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.4% | -2.8% | -0.6% | -3.3% |
| 30D | +21.4% | +2.6% | +18.9% | +21.2% |
| 3M | +20.5% | +14.5% | +6.0% | +19.2% |
| 6M | +7.4% | -7.8% | +15.2% | +8.4% |
| YTD | -13.9% | -4.2% | -9.6% | -13.3% |
| 1Y | -35.1% | +7.0% | -42.1% | -35.9% |
| 3Y | +156.8% | +85.5% | +71.3% | +102.5% |
| All | -10.6% | +185.4% | -196.0% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling