-10.6%
BITO vs CPAY
+48.6%
-59.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | -2.0% | -1.5% | -2.7% |
| 30D | +21.4% | -0.4% | +21.8% | +21.5% |
| 3M | +20.5% | +16.4% | +4.1% | +12.9% |
| 6M | +7.4% | +23.5% | -16.1% | -2.6% |
| YTD | -13.9% | +35.7% | -49.5% | -26.0% |
| 1Y | -35.1% | +30.2% | -65.2% | -43.5% |
| 3Y | +156.8% | +49.7% | +107.1% | +97.4% |
| All | -10.6% | +48.6% | -59.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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