+156.8%
BITO vs CTVA
+74.2%
+82.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.4% | -4.5% | +1.1% | -2.5% |
| 30D | +21.4% | +11.3% | +10.1% | +18.5% |
| 3M | +20.5% | +12.3% | +8.2% | +16.8% |
| 6M | +7.4% | +7.2% | +0.2% | +5.0% |
| YTD | -13.9% | +26.0% | -39.9% | -19.1% |
| 1Y | -35.1% | +16.0% | -51.1% | -37.9% |
| 3Y | +156.8% | +73.9% | +82.9% | +128.0% |
| All | +156.8% | +74.2% | +82.6% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling