+61.2%
CSX vs BITO
-12.2%
+73.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -0.3% | -7.0% | +6.7% | +0.3% |
| 30D | +8.7% | -10.3% | +19.0% | +9.7% |
| 3M | +4.2% | +16.0% | -11.8% | +2.6% |
| 6M | +16.7% | -10.8% | +27.5% | +17.5% |
| YTD | +44.5% | -17.5% | +62.0% | +45.9% |
| 1Y | +50.3% | -30.1% | +80.3% | +53.9% |
| 3Y | +76.3% | +65.1% | +11.2% | +64.2% |
| 5Y | +58.1% | -10.9% | +69.0% | +45.6% |
| All | +61.2% | -12.2% | +73.3% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling