-9.1%
BITO vs CSGP
-68.7%
+59.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.2% |
| 7D | +1.5% | -5.1% | +6.7% | +3.4% |
| 30D | +20.0% | +0.3% | +19.7% | +19.3% |
| 3M | +22.8% | -9.1% | +31.9% | +25.4% |
| 6M | +13.1% | -37.3% | +50.4% | +32.6% |
| YTD | -12.5% | -54.9% | +42.4% | +16.2% |
| 1Y | -32.6% | -65.5% | +33.0% | +0.1% |
| 3Y | +151.0% | -63.3% | +214.3% | +246.6% |
| All | -9.1% | -68.7% | +59.6% | +23.4% |
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