-11.5%
BITO vs CVE
+142.8%
-154.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -1.5% | -16.1% | +14.7% | +1.9% |
| 30D | -9.5% | -10.4% | +0.9% | -7.8% |
| 3M | +16.2% | -2.4% | +18.5% | +15.9% |
| 6M | -9.0% | -4.4% | -4.5% | -9.3% |
| YTD | -16.2% | +64.9% | -81.1% | -27.1% |
| 1Y | -27.6% | +66.0% | -93.6% | -37.2% |
| 3Y | +78.6% | +57.7% | +20.9% | +52.7% |
| All | -11.5% | +142.8% | -154.3% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling