-29.9%
BITO vs CEG
-3.0%
-26.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.3% | -3.6% |
| 7D | +2.9% | +8.0% | -5.1% | +0.9% |
| 30D | +22.6% | +12.9% | +9.7% | +18.8% |
| 3M | +24.7% | +13.2% | +11.5% | +20.5% |
| 6M | +7.5% | -7.0% | +14.4% | +8.2% |
| YTD | -10.8% | -15.0% | +4.2% | -11.2% |
| 1Y | -29.9% | -2.7% | -27.2% | -31.8% |
| All | -29.9% | -3.0% | -26.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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