+47.7%
BITO vs CEG
+681.8%
-634.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.7% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | +21.1% | +2.9% | +18.2% | +20.2% |
| 3M | +23.5% | +18.2% | +5.3% | +18.4% |
| 6M | +8.3% | -9.5% | +17.8% | +9.6% |
| YTD | -13.9% | -18.7% | +4.8% | -11.2% |
| 1Y | -34.5% | -10.1% | -24.4% | -34.4% |
| 3Y | +147.0% | +168.3% | -21.3% | +74.4% |
| All | +47.7% | +681.8% | -634.0% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling