-23.4%
BITO vs CLF
+12.5%
-35.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.2% | +12.1% | +3.8% |
| 7D | -1.9% | -7.9% | +6.0% | -1.2% |
| 30D | -6.7% | +5.2% | -12.0% | -7.5% |
| 3M | +23.1% | +4.3% | +18.7% | +21.7% |
| 6M | -2.0% | +25.3% | -27.3% | -7.5% |
| YTD | -11.4% | -3.3% | -8.1% | -12.9% |
| 1Y | -23.4% | +20.2% | -43.6% | -30.7% |
| All | -23.4% | +12.5% | -35.9% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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