-29.9%
BITO vs CSGP
-64.9%
+35.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -2.2% |
| 7D | +2.9% | -4.1% | +6.9% | +3.4% |
| 30D | +22.6% | +2.3% | +20.3% | +22.0% |
| 3M | +24.7% | -8.2% | +32.8% | +25.7% |
| 6M | +7.5% | -35.1% | +42.5% | +16.3% |
| YTD | -10.8% | -54.0% | +43.2% | +6.3% |
| 1Y | -29.9% | -65.3% | +35.4% | -12.0% |
| All | -29.9% | -64.9% | +35.0% | -12.0% |
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