-10.6%
BITO vs CTVA
+103.2%
-113.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.4% | -4.5% | +1.1% | -2.0% |
| 30D | +21.4% | +11.3% | +10.1% | +17.1% |
| 3M | +20.5% | +12.3% | +8.2% | +15.1% |
| 6M | +7.4% | +7.2% | +0.2% | +3.9% |
| YTD | -13.9% | +26.0% | -39.9% | -21.4% |
| 1Y | -35.1% | +16.0% | -51.1% | -39.2% |
| 3Y | +156.8% | +73.9% | +82.9% | +104.3% |
| All | -10.6% | +103.2% | -113.7% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling