-10.6%
BITO vs CRS
+1,327.8%
-1,338.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -3.4% | -6.8% | +3.3% | -1.6% |
| 30D | +21.4% | -16.1% | +37.5% | +27.0% |
| 3M | +20.5% | -21.2% | +41.7% | +27.6% |
| 6M | +7.4% | +8.7% | -1.3% | +2.9% |
| YTD | -13.9% | +41.0% | -54.8% | -23.6% |
| 1Y | -35.1% | +82.7% | -117.7% | -47.2% |
| 3Y | +156.8% | +604.8% | -448.0% | +34.9% |
| All | -10.6% | +1,327.8% | -1,338.4% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling