-10.6%
BITO vs CPRT
-19.3%
+8.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.4% |
| 7D | -3.4% | -11.2% | +7.7% | +2.6% |
| 30D | +21.4% | +3.3% | +18.1% | +19.0% |
| 3M | +20.5% | -3.6% | +24.1% | +21.2% |
| 6M | +7.4% | -15.8% | +23.1% | +16.4% |
| YTD | -13.9% | -23.5% | +9.6% | -1.6% |
| 1Y | -35.1% | -38.8% | +3.7% | -15.1% |
| 3Y | +156.8% | -33.4% | +190.3% | +197.6% |
| All | -10.6% | -19.3% | +8.7% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling