-10.6%
BITO vs CPNG
-46.9%
+36.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.9% |
| 7D | -3.4% | -1.1% | -2.3% | -3.1% |
| 30D | +21.4% | -7.4% | +28.8% | +24.0% |
| 3M | +20.5% | -12.3% | +32.8% | +24.4% |
| 6M | +7.4% | -19.4% | +26.8% | +12.5% |
| YTD | -13.9% | -35.9% | +22.0% | -3.4% |
| 1Y | -35.1% | -53.4% | +18.3% | -19.8% |
| 3Y | +156.8% | -20.0% | +176.8% | +157.0% |
| All | -10.6% | -46.9% | +36.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 5y: compounded portfolio wealth divided by compounded CPNG 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…
5y analysis · Full analysis span regression · 6 months rolling