-29.6%
CLS vs BITO
-25.7%
-3.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.9% | -11.9% | -10.4% |
| 7D | -21.1% | -1.9% | -19.2% | -20.4% |
| 30D | -38.2% | -6.7% | -31.5% | -36.0% |
| 3M | -36.3% | +23.1% | -59.4% | -41.6% |
| 6M | -43.8% | -2.0% | -41.8% | -43.3% |
| YTD | -20.0% | -11.4% | -8.6% | -14.9% |
| 1Y | -29.6% | -23.4% | -6.2% | -16.6% |
| All | -29.6% | -25.7% | -3.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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