+156.8%
BITO vs CRS
+612.2%
-455.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -3.4% | -6.8% | +3.3% | -1.9% |
| 30D | +21.4% | -16.1% | +37.5% | +26.2% |
| 3M | +20.5% | -21.2% | +41.7% | +26.6% |
| 6M | +7.4% | +8.7% | -1.3% | +3.4% |
| YTD | -13.9% | +41.0% | -54.8% | -22.4% |
| 1Y | -35.1% | +82.7% | -117.7% | -45.8% |
| 3Y | +156.8% | +604.8% | -448.0% | +68.4% |
| All | +156.8% | +612.2% | -455.4% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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