-11.2%
CRM vs BITO
-28.7%
+17.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.0% | -1.3% |
| 7D | -3.7% | -5.9% | +2.3% | -2.8% |
| 30D | -1.1% | -11.5% | +10.4% | +0.6% |
| 3M | +15.5% | +15.6% | -0.2% | +13.3% |
| 6M | +19.5% | -8.9% | +28.4% | +20.3% |
| YTD | -15.5% | -15.9% | +0.4% | -15.1% |
| 1Y | -11.2% | -29.5% | +18.3% | -9.7% |
| All | -11.2% | -28.7% | +17.4% | -9.7% |
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