-7.4%
BITO vs CPRT
-9.1%
+1.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +2.9% | +2.2% | +0.7% | +1.8% |
| 30D | +22.6% | +16.6% | +6.0% | +12.8% |
| 3M | +24.7% | +9.6% | +15.1% | +17.2% |
| 6M | +7.5% | -11.1% | +18.6% | +13.8% |
| YTD | -10.8% | -13.9% | +3.1% | -4.2% |
| 1Y | -29.9% | -32.5% | +2.6% | -12.6% |
| 3Y | +158.9% | -25.0% | +184.0% | +181.9% |
| All | -7.4% | -9.1% | +1.7% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling