-9.4%
BITO vs CTAS
+97.3%
-106.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.1% | +1.0% | +0.1% | +0.6% |
| 30D | +21.8% | -1.1% | +22.8% | +22.4% |
| 3M | +25.0% | +11.5% | +13.5% | +17.8% |
| 6M | +11.3% | +0.2% | +11.2% | +10.5% |
| YTD | -12.7% | +7.2% | -19.9% | -16.9% |
| 1Y | -32.3% | 0.0% | -32.3% | -33.2% |
| 3Y | +150.3% | +65.9% | +84.4% | +61.9% |
| All | -9.4% | +97.3% | -106.7% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling