+55.4%
CVS vs BITO
+149.6%
-94.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -2.0% | -5.8% | +3.8% | -1.7% |
| 30D | +1.9% | +21.1% | -19.2% | +1.0% |
| 3M | -2.2% | +23.5% | -25.7% | -3.1% |
| 6M | +26.7% | +8.3% | +18.5% | +26.1% |
| YTD | +22.9% | -13.9% | +36.8% | +23.3% |
| 1Y | +32.9% | -34.5% | +67.4% | +35.7% |
| All | +55.4% | +149.6% | -94.2% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling