-14.1%
BITO vs CSGP
-67.8%
+53.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.5% | -2.0% |
| 7D | -2.4% | -1.8% | -0.5% | -1.9% |
| 30D | -9.5% | +5.3% | -14.8% | -12.2% |
| 3M | +13.5% | +3.3% | +10.2% | +10.0% |
| 6M | -8.6% | -4.7% | -3.9% | -9.9% |
| YTD | -17.2% | -53.5% | +36.3% | +7.2% |
| 1Y | -30.5% | -53.7% | +23.2% | -10.0% |
| 3Y | +69.2% | -59.7% | +129.0% | +121.0% |
| 5Y | -14.1% | -62.5% | +48.3% | +11.4% |
| All | -14.1% | -67.8% | +53.8% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling