-10.6%
BITO vs CPB
-38.0%
+27.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -3.4% | -1.8% | -1.7% | -3.6% |
| 30D | +21.4% | -7.1% | +28.5% | +20.6% |
| 3M | +20.5% | -6.0% | +26.5% | +20.1% |
| 6M | +7.4% | -5.3% | +12.6% | +7.4% |
| YTD | -13.9% | -20.8% | +7.0% | -14.9% |
| 1Y | -35.1% | -33.8% | -1.2% | -36.3% |
| 3Y | +156.8% | -43.7% | +200.6% | +146.9% |
| All | -10.6% | -38.0% | +27.4% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling