-9.1%
BITO vs CG
+1.3%
-10.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.8% |
| 7D | +1.5% | -1.3% | +2.8% | +2.2% |
| 30D | +20.0% | -3.2% | +23.2% | +21.7% |
| 3M | +22.8% | +6.2% | +16.5% | +18.1% |
| 6M | +13.1% | -4.7% | +17.8% | +14.3% |
| YTD | -12.5% | -20.6% | +8.2% | -2.9% |
| 1Y | -32.6% | -26.4% | -6.2% | -22.9% |
| 3Y | +151.0% | +55.4% | +95.7% | +83.1% |
| All | -9.1% | +1.3% | -10.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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