-32.6%
BITO vs CSGP
-66.0%
+33.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.7% |
| 7D | +1.5% | -5.1% | +6.7% | +2.1% |
| 30D | +20.0% | +0.3% | +19.7% | +19.8% |
| 3M | +22.8% | -9.1% | +31.9% | +24.0% |
| 6M | +13.1% | -37.3% | +50.4% | +23.1% |
| YTD | -12.5% | -54.9% | +42.4% | +4.5% |
| 1Y | -32.6% | -65.5% | +33.0% | -16.3% |
| All | -32.6% | -66.0% | +33.4% | -16.3% |
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