+47.0%
CVX vs BITO
-25.7%
+72.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -3.5% |
| 7D | -5.3% | -1.9% | -3.4% | -5.4% |
| 30D | +5.1% | -6.7% | +11.8% | +4.8% |
| 3M | +14.9% | +23.1% | -8.1% | +15.6% |
| 6M | +14.9% | -2.0% | +16.9% | +15.3% |
| YTD | +46.3% | -11.4% | +57.7% | +51.1% |
| 1Y | +47.0% | -23.4% | +70.4% | +51.8% |
| All | +47.0% | -25.7% | +72.7% | +51.8% |
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