-10.6%
BITO vs CTAS
+98.7%
-109.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.7% |
| 7D | -3.4% | +0.5% | -4.0% | -3.7% |
| 30D | +21.4% | -0.7% | +22.1% | +21.8% |
| 3M | +20.5% | +11.1% | +9.4% | +13.7% |
| 6M | +7.4% | +2.1% | +5.2% | +5.6% |
| YTD | -13.9% | +8.0% | -21.8% | -18.3% |
| 1Y | -35.1% | -0.5% | -34.6% | -35.7% |
| 3Y | +156.8% | +66.2% | +90.6% | +66.3% |
| All | -10.6% | +98.7% | -109.3% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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