-10.6%
BITO vs CLF
-43.3%
+32.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -0.9% |
| 7D | -5.8% | -3.7% | -2.1% | -5.1% |
| 30D | +21.1% | -4.7% | +25.8% | +22.0% |
| 3M | +23.5% | -4.7% | +28.2% | +23.4% |
| 6M | +8.3% | +24.0% | -15.7% | +0.6% |
| YTD | -13.9% | -10.9% | -3.0% | -14.5% |
| 1Y | -34.5% | +4.0% | -38.6% | -38.3% |
| 3Y | +147.0% | -16.9% | +163.9% | +130.9% |
| All | -10.6% | -43.3% | +32.8% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling