+156.8%
BITO vs CRL
+36.0%
+120.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | -5.8% | -6.9% | +1.1% | -4.3% |
| 30D | +21.1% | -3.2% | +24.3% | +22.1% |
| 3M | +23.5% | +46.5% | -23.0% | +13.0% |
| 6M | +8.3% | +63.1% | -54.8% | -4.2% |
| YTD | -13.9% | +36.9% | -50.7% | -20.5% |
| 1Y | -34.5% | +78.1% | -112.6% | -43.3% |
| All | +156.8% | +36.0% | +120.8% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling