-9.1%
BITO vs CPRT
-12.1%
+3.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.5% | -0.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +20.0% | +9.9% | +10.1% | +14.0% |
| 3M | +22.8% | +5.6% | +17.1% | +17.7% |
| 6M | +13.1% | -13.6% | +26.7% | +21.5% |
| YTD | -12.5% | -16.7% | +4.3% | -4.3% |
| 1Y | -32.6% | -33.1% | +0.6% | -15.7% |
| 3Y | +151.0% | -27.1% | +178.1% | +176.8% |
| All | -9.1% | -12.1% | +3.0% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CPRT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling