+45.9%
CSCO vs BITO
-25.7%
+71.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.2% |
| 7D | -6.1% | -1.9% | -4.1% | -5.8% |
| 30D | -8.2% | -6.7% | -1.4% | -7.4% |
| 3M | -14.6% | +23.1% | -37.6% | -16.8% |
| 6M | +12.7% | -2.0% | +14.7% | +13.0% |
| YTD | +37.0% | -11.4% | +48.4% | +35.4% |
| 1Y | +45.9% | -23.4% | +69.3% | +45.1% |
| All | +45.9% | -25.7% | +71.6% | +45.1% |
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