-16.2%
BITO vs CLF
-42.8%
+26.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.9% |
| 7D | -9.2% | +10.4% | -19.6% | -11.1% |
| 30D | -15.9% | +0.6% | -16.5% | -16.6% |
| 3M | +7.3% | +4.1% | +3.2% | +5.0% |
| 6M | -15.2% | +15.1% | -30.3% | -20.3% |
| YTD | -23.8% | -4.7% | -19.0% | -26.2% |
| 1Y | -32.2% | +20.4% | -52.5% | -37.9% |
| 3Y | +55.1% | -23.4% | +78.5% | +48.1% |
| All | -16.2% | -42.8% | +26.6% | -19.3% |
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