+1,249.5%
CLS vs BITO
+149.6%
+1,099.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.1% |
| 7D | +5.0% | -5.8% | +10.8% | +7.0% |
| 30D | +4.8% | +21.1% | -16.3% | -1.6% |
| 3M | -10.4% | +23.5% | -33.9% | -16.3% |
| 6M | +20.8% | +8.3% | +12.5% | +17.6% |
| YTD | +10.0% | -13.9% | +23.9% | +13.8% |
| 1Y | +28.5% | -34.5% | +63.1% | +43.4% |
| All | +1,249.5% | +149.6% | +1,099.8% | +1,021.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling