+52.1%
CSX vs BITO
-33.2%
+85.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.6% | +1.1% | -1.6% | -0.7% |
| 30D | -3.2% | +21.8% | -25.0% | -4.8% |
| 3M | +2.6% | +25.0% | -22.4% | +0.6% |
| 6M | +19.8% | +11.3% | +8.5% | +18.6% |
| YTD | +34.7% | -12.7% | +47.4% | +35.7% |
| 1Y | +52.1% | -32.3% | +84.4% | +58.2% |
| All | +52.1% | -33.2% | +85.4% | +58.2% |
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 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