-10.6%
BITO vs CRL
-33.2%
+22.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | -3.4% | -3.5% | +0.1% | -2.4% |
| 30D | +21.4% | -2.1% | +23.6% | +22.3% |
| 3M | +20.5% | +48.0% | -27.5% | +6.3% |
| 6M | +7.4% | +64.7% | -57.4% | -9.4% |
| YTD | -13.9% | +39.5% | -53.4% | -23.4% |
| 1Y | -35.1% | +74.2% | -109.3% | -46.6% |
| 3Y | +156.8% | +39.4% | +117.5% | +116.4% |
| All | -10.6% | -33.2% | +22.6% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling