-29.9%
BITO vs CTVA
+22.4%
-52.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +2.9% | +4.9% | -2.1% | +2.1% |
| 30D | +22.6% | +11.9% | +10.7% | +20.5% |
| 3M | +24.7% | +13.7% | +11.0% | +22.0% |
| 6M | +7.5% | +13.1% | -5.7% | +4.8% |
| YTD | -10.8% | +32.0% | -42.8% | -15.3% |
| 1Y | -29.9% | +22.1% | -52.0% | -33.1% |
| All | -29.9% | +22.4% | -52.3% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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