+112.1%
COP vs BITO
-6.8%
+118.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.7% |
| 7D | -0.8% | +1.5% | -2.4% | -1.0% |
| 30D | +15.6% | +20.0% | -4.4% | +13.8% |
| 3M | +14.3% | +22.8% | -8.4% | +12.3% |
| 6M | +17.0% | +13.1% | +3.9% | +15.4% |
| YTD | +47.4% | -12.5% | +59.9% | +48.4% |
| 1Y | +52.4% | -32.6% | +85.0% | +56.6% |
| 3Y | +20.8% | +151.0% | -130.2% | +6.9% |
| All | +112.1% | -6.8% | +118.9% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling