+118.4%
CSCO vs BITO
-8.3%
+126.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -1.1% | -5.8% | +4.7% | -0.4% |
| 30D | -10.8% | +21.1% | -31.9% | -12.7% |
| 3M | -9.2% | +23.5% | -32.7% | -11.5% |
| 6M | +39.5% | +8.3% | +31.3% | +37.9% |
| YTD | +41.5% | -13.9% | +55.4% | +42.7% |
| 1Y | +61.0% | -34.5% | +95.5% | +66.6% |
| 3Y | +105.2% | +147.0% | -41.8% | +78.7% |
| All | +118.4% | -8.3% | +126.7% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling