-35.1%
BITO vs CTVA
+18.2%
-53.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -3.4% | -4.5% | +1.1% | -2.8% |
| 30D | +21.4% | +11.3% | +10.1% | +19.5% |
| 3M | +20.5% | +12.3% | +8.2% | +18.0% |
| 6M | +7.4% | +7.2% | +0.2% | +5.6% |
| YTD | -13.9% | +26.0% | -39.9% | -17.9% |
| 1Y | -35.1% | +16.0% | -51.1% | -38.2% |
| All | -35.1% | +18.2% | -53.3% | -38.2% |
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