-9.4%
BITO vs CSGP
-69.5%
+60.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.6% |
| 7D | +1.1% | -5.4% | +6.4% | +3.0% |
| 30D | +21.8% | -6.0% | +27.8% | +23.9% |
| 3M | +25.0% | -12.8% | +37.8% | +29.6% |
| 6M | +11.3% | -38.9% | +50.3% | +31.7% |
| YTD | -12.7% | -56.0% | +43.3% | +16.9% |
| 1Y | -32.3% | -66.4% | +34.1% | +1.4% |
| 3Y | +150.3% | -64.2% | +214.5% | +248.5% |
| All | -9.4% | -69.5% | +60.2% | +24.1% |
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