+113.5%
CSCO vs BITO
+149.6%
-36.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +2.7% | -3.4% | +6.1% | +3.0% |
| 30D | -9.5% | +21.4% | -30.9% | -11.3% |
| 3M | -7.6% | +20.5% | -28.1% | -9.5% |
| 6M | +44.9% | +7.4% | +37.5% | +43.4% |
| YTD | +47.7% | -13.9% | +61.6% | +48.5% |
| 1Y | +69.1% | -35.1% | +104.1% | +74.0% |
| 3Y | +113.5% | +156.8% | -43.3% | +87.4% |
| All | +113.5% | +149.6% | -36.1% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling