+69.1%
CSCO vs BITO
-34.7%
+103.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +2.7% | -3.4% | +6.1% | +3.1% |
| 30D | -9.5% | +21.4% | -30.9% | -11.7% |
| 3M | -7.6% | +20.5% | -28.1% | -9.9% |
| 6M | +44.9% | +7.4% | +37.5% | +43.3% |
| YTD | +47.7% | -13.9% | +61.6% | +47.1% |
| 1Y | +69.1% | -35.1% | +104.1% | +72.4% |
| All | +69.1% | -34.7% | +103.7% | +72.4% |
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