+52.2%
CSX vs BITO
-6.8%
+59.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.7% |
| 7D | +0.6% | +1.5% | -0.9% | +0.5% |
| 30D | -2.3% | +20.0% | -22.3% | -3.9% |
| 3M | +4.3% | +22.8% | -18.5% | +2.2% |
| 6M | +23.4% | +13.1% | +10.3% | +21.7% |
| YTD | +36.4% | -12.5% | +48.9% | +37.3% |
| 1Y | +53.0% | -32.6% | +85.6% | +57.4% |
| 3Y | +70.6% | +151.0% | -80.4% | +53.1% |
| All | +52.2% | -6.8% | +59.0% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling