-9.4%
BITO vs COR
+187.0%
-196.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.1% | -3.9% | +4.9% | +1.3% |
| 30D | +21.8% | -0.3% | +22.1% | +21.8% |
| 3M | +25.0% | +15.9% | +9.1% | +23.6% |
| 6M | +11.3% | -10.3% | +21.6% | +12.7% |
| YTD | -12.7% | -3.7% | -9.0% | -12.2% |
| 1Y | -32.3% | +9.1% | -41.4% | -33.4% |
| 3Y | +150.3% | +86.6% | +63.8% | +97.3% |
| All | -9.4% | +187.0% | -196.3% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling