-7.4%
BITO vs CSGP
-68.2%
+60.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -1.6% |
| 7D | +2.9% | -4.1% | +6.9% | +4.4% |
| 30D | +22.6% | +2.3% | +20.3% | +21.0% |
| 3M | +24.7% | -8.2% | +32.8% | +26.8% |
| 6M | +7.5% | -35.1% | +42.5% | +24.3% |
| YTD | -10.8% | -54.0% | +43.2% | +17.7% |
| 1Y | -29.9% | -65.3% | +35.4% | +3.9% |
| 3Y | +158.9% | -62.6% | +221.5% | +255.1% |
| All | -7.4% | -68.2% | +60.8% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling