-20.9%
BITO vs CP
+33.6%
-54.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | -9.2% | +2.1% | -11.4% | -10.1% |
| 30D | -15.9% | +9.3% | -25.3% | -19.4% |
| 3M | +7.3% | +0.5% | +6.9% | +6.9% |
| 6M | -15.2% | +10.4% | -25.6% | -19.6% |
| YTD | -23.8% | +28.7% | -52.5% | -33.7% |
| 1Y | -32.2% | +33.2% | -65.4% | -42.2% |
| 3Y | +55.1% | +38.4% | +16.6% | +27.1% |
| 5Y | -16.7% | +26.2% | -42.9% | -27.3% |
| All | -20.9% | +33.6% | -54.4% | -31.4% |
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