+29.1%
CVS vs BITO
-8.3%
+37.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.2% | -3.4% | +1.3% | -2.0% |
| 30D | -0.1% | +21.4% | -21.5% | -1.1% |
| 3M | -5.2% | +20.5% | -25.7% | -6.2% |
| 6M | +26.9% | +7.4% | +19.5% | +26.2% |
| YTD | +22.1% | -13.9% | +35.9% | +22.5% |
| 1Y | +30.8% | -35.1% | +65.9% | +33.3% |
| 3Y | +54.4% | +156.8% | -102.4% | +41.4% |
| All | +29.1% | -8.3% | +37.4% | +17.9% |
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 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