-23.4%
BITO vs CSGP
-53.2%
+29.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +2.7% |
| 7D | -1.9% | +18.3% | -20.2% | -2.7% |
| 30D | -6.7% | +17.8% | -24.5% | -8.2% |
| 3M | +23.1% | +9.3% | +13.8% | +21.8% |
| 6M | -2.0% | -7.9% | +5.9% | -0.7% |
| YTD | -11.4% | -51.5% | +40.2% | +6.2% |
| 1Y | -23.4% | -53.3% | +30.0% | -6.7% |
| All | -23.4% | -53.2% | +29.9% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling