+156.8%
BITO vs CP
+18.1%
+138.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -0.8% |
| 7D | -5.8% | -2.7% | -3.1% | -4.9% |
| 30D | +21.1% | -3.4% | +24.5% | +22.7% |
| 3M | +23.5% | -0.6% | +24.1% | +23.5% |
| 6M | +8.3% | +6.3% | +2.0% | +5.0% |
| YTD | -13.9% | +21.2% | -35.0% | -21.2% |
| 1Y | -34.5% | +20.0% | -54.6% | -39.9% |
| All | +156.8% | +18.1% | +138.8% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling