+50.2%
BITO vs CEG
+717.5%
-667.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +1.5% | +6.7% | -5.1% | 0.0% |
| 30D | +20.0% | +11.0% | +9.1% | +17.0% |
| 3M | +22.8% | +19.5% | +3.3% | +17.4% |
| 6M | +13.1% | -5.9% | +18.9% | +13.4% |
| YTD | -12.5% | -15.0% | +2.5% | -10.7% |
| 1Y | -32.6% | +0.6% | -33.2% | -34.1% |
| 3Y | +151.0% | +180.6% | -29.6% | +75.5% |
| All | +50.2% | +717.5% | -667.4% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling