-10.6%
BITO vs CP
+25.8%
-36.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -0.7% |
| 7D | -5.8% | -2.7% | -3.1% | -4.6% |
| 30D | +21.1% | -3.4% | +24.5% | +23.1% |
| 3M | +23.5% | -0.6% | +24.1% | +23.5% |
| 6M | +8.3% | +6.3% | +2.0% | +4.2% |
| YTD | -13.9% | +21.2% | -35.0% | -22.8% |
| 1Y | -34.5% | +20.0% | -54.6% | -41.2% |
| 3Y | +147.0% | +18.7% | +128.3% | +119.2% |
| All | -10.6% | +25.8% | -36.4% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling