-29.9%
BITO vs CPB
-32.6%
+2.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -3.2% |
| 7D | +2.9% | -8.6% | +11.5% | +1.0% |
| 30D | +22.6% | -7.2% | +29.8% | +20.6% |
| 3M | +24.7% | +0.9% | +23.8% | +26.1% |
| 6M | +7.5% | -11.8% | +19.3% | +4.7% |
| YTD | -10.8% | -19.4% | +8.6% | -14.4% |
| 1Y | -29.9% | -30.4% | +0.5% | -33.2% |
| All | -29.9% | -32.6% | +2.7% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling