-15.4%
BITO vs CVE
+171.3%
-186.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -5.6% | -10.0% | +4.4% | -3.6% |
| 30D | -11.0% | -11.9% | +0.9% | -8.9% |
| 3M | +13.6% | -5.9% | +19.5% | +14.3% |
| 6M | -10.1% | -1.6% | -8.5% | -11.0% |
| YTD | -18.6% | +66.3% | -84.8% | -29.5% |
| 1Y | -33.1% | +57.5% | -90.6% | -41.4% |
| 3Y | +63.0% | +65.4% | -2.5% | +37.4% |
| 5Y | -13.5% | +144.2% | -157.7% | -39.4% |
| All | -15.4% | +171.3% | -186.8% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling