-35.1%
BITO vs CEG
-10.5%
-24.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.4% | -4.8% | +1.3% | -2.4% |
| 30D | +21.4% | +2.3% | +19.1% | +20.5% |
| 3M | +20.5% | +15.6% | +4.9% | +15.8% |
| 6M | +7.4% | -5.0% | +12.4% | +7.2% |
| YTD | -13.9% | -19.0% | +5.2% | -13.3% |
| 1Y | -35.1% | -10.0% | -25.1% | -36.3% |
| All | -35.1% | -10.5% | -24.5% | -36.3% |
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