-9.1%
BITO vs CPB
-35.7%
+26.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.6% | -1.7% |
| 7D | +1.5% | -8.2% | +9.8% | +0.8% |
| 30D | +20.0% | -5.6% | +25.6% | +19.4% |
| 3M | +22.8% | +3.0% | +19.8% | +23.4% |
| 6M | +13.1% | -12.7% | +25.8% | +12.3% |
| YTD | -12.5% | -18.0% | +5.5% | -13.3% |
| 1Y | -32.6% | -31.7% | -0.8% | -33.7% |
| 3Y | +151.0% | -41.0% | +192.0% | +142.1% |
| All | -9.1% | -35.7% | +26.6% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling