+121.9%
CSCO vs BITO
-6.8%
+128.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.2% |
| 7D | -0.5% | +1.5% | -2.1% | -0.7% |
| 30D | -10.1% | +20.0% | -30.1% | -12.0% |
| 3M | -11.7% | +22.8% | -34.5% | -13.8% |
| 6M | +40.1% | +13.1% | +27.0% | +37.8% |
| YTD | +43.8% | -12.5% | +56.2% | +44.7% |
| 1Y | +66.6% | -32.6% | +99.2% | +71.9% |
| 3Y | +108.5% | +151.0% | -42.5% | +81.3% |
| All | +121.9% | -6.8% | +128.7% | +109.1% |
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 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