-9.4%
BITO vs CAG
-41.3%
+31.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +1.1% | -6.6% | +7.7% | +1.2% |
| 30D | +21.8% | +2.3% | +19.5% | +21.7% |
| 3M | +25.0% | +16.3% | +8.7% | +24.8% |
| 6M | +11.3% | -16.0% | +27.4% | +12.0% |
| YTD | -12.7% | -7.7% | -5.0% | -12.8% |
| 1Y | -32.3% | -16.0% | -16.3% | -31.9% |
| 3Y | +150.3% | -37.7% | +188.0% | +156.7% |
| All | -9.4% | -41.3% | +31.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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