+61.6%
CSX vs BITO
-18.9%
+80.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.4% |
| 7D | +6.0% | -9.2% | +15.2% | +6.8% |
| 30D | +7.8% | -15.9% | +23.7% | +9.4% |
| 3M | +4.1% | +7.3% | -3.2% | +3.1% |
| 6M | +17.9% | -15.2% | +33.1% | +19.2% |
| YTD | +44.9% | -23.8% | +68.7% | +47.3% |
| 1Y | +51.1% | -32.2% | +83.3% | +55.2% |
| 3Y | +78.3% | +55.1% | +23.2% | +66.9% |
| 5Y | +58.1% | -16.7% | +74.8% | +46.5% |
| All | +61.6% | -18.9% | +80.5% | +49.9% |
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