+50.5%
COP vs BITO
-34.7%
+85.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | -3.4% | +5.7% | +2.4% |
| 30D | +8.6% | +21.4% | -12.8% | +8.2% |
| 3M | +19.9% | +20.5% | -0.6% | +19.4% |
| 6M | +19.0% | +7.4% | +11.6% | +18.6% |
| YTD | +50.0% | -13.9% | +63.8% | +53.9% |
| 1Y | +50.5% | -35.1% | +85.6% | +58.4% |
| All | +50.5% | -34.7% | +85.2% | +58.4% |
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