-7.4%
BITO vs CP
+29.7%
-37.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +2.9% | -2.7% | +5.6% | +4.2% |
| 30D | +22.6% | +0.2% | +22.4% | +22.5% |
| 3M | +24.7% | +2.6% | +22.1% | +22.8% |
| 6M | +7.5% | +6.0% | +1.5% | +3.7% |
| YTD | -10.8% | +24.9% | -35.7% | -21.2% |
| 1Y | -29.9% | +20.1% | -50.0% | -36.9% |
| 3Y | +158.9% | +16.4% | +142.5% | +133.4% |
| All | -7.4% | +29.7% | -37.1% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling