+53.4%
CSX vs BITO
-5.0%
+58.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 3M | +7.2% | +24.7% | -17.5% | +4.9% |
| 6M | +16.2% | +7.5% | +8.7% | +15.1% |
| YTD | +37.5% | -10.8% | +48.3% | +38.2% |
| 1Y | +53.2% | -29.9% | +83.1% | +57.0% |
| 3Y | +68.2% | +158.9% | -90.7% | +50.5% |
| All | +53.4% | -5.0% | +58.5% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling