+53.2%
CSX vs BITO
-30.5%
+83.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +1.1% |
| 7D | -3.4% | +2.9% | -6.3% | -3.6% |
| 30D | -3.1% | +22.6% | -25.7% | -4.7% |
| 3M | +7.2% | +24.7% | -17.5% | +5.1% |
| 6M | +16.2% | +7.5% | +8.7% | +15.3% |
| YTD | +37.5% | -10.8% | +48.3% | +38.3% |
| 1Y | +53.2% | -29.9% | +83.1% | +58.1% |
| All | +53.2% | -30.5% | +83.8% | +58.1% |
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