+55.1%
BITO vs CSGP
-60.9%
+116.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.4% | -4.0% |
| 7D | -9.2% | +1.3% | -10.6% | -9.4% |
| 30D | -15.9% | +2.8% | -18.8% | -16.7% |
| 3M | +7.3% | -6.3% | +13.6% | +7.7% |
| 6M | -15.2% | -3.2% | -12.0% | -15.8% |
| YTD | -23.8% | -54.0% | +30.2% | -10.4% |
| 1Y | -32.2% | -54.8% | +22.6% | -19.9% |
| 3Y | +55.1% | -60.6% | +115.7% | +106.2% |
| All | +55.1% | -60.9% | +116.0% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling