-10.6%
BITO vs CRS
+1,344.1%
-1,354.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.7% |
| 7D | -5.8% | -4.1% | -1.7% | -4.8% |
| 30D | +21.1% | -16.6% | +37.7% | +26.9% |
| 3M | +23.5% | -14.3% | +37.8% | +27.7% |
| 6M | +8.3% | +11.6% | -3.3% | +3.0% |
| YTD | -13.9% | +42.6% | -56.5% | -23.8% |
| 1Y | -34.5% | +81.8% | -116.4% | -46.7% |
| 3Y | +147.0% | +632.1% | -485.1% | +28.2% |
| All | -10.6% | +1,344.1% | -1,354.7% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling