-13.1%
CRM vs BITO
-8.3%
-4.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | -3.4% | -1.0% | -3.7% |
| 30D | +28.1% | +21.4% | +6.7% | +23.1% |
| 3M | +48.8% | +20.5% | +28.3% | +42.9% |
| 6M | +28.3% | +7.4% | +20.9% | +25.7% |
| YTD | -6.0% | -13.9% | +7.9% | -4.2% |
| 1Y | +1.4% | -35.1% | +36.5% | +9.3% |
| 3Y | +11.8% | +156.8% | -145.0% | -18.4% |
| All | -13.1% | -8.3% | -4.8% | -25.8% |
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