-7.1%
CMG vs BITO
+149.6%
-156.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | -3.4% | +1.4% | -1.7% |
| 30D | +10.9% | +21.4% | -10.5% | +8.5% |
| 3M | +15.8% | +20.5% | -4.7% | +13.4% |
| 6M | +6.9% | +7.4% | -0.4% | +5.8% |
| YTD | -2.2% | -13.9% | +11.7% | -1.5% |
| 1Y | -7.1% | -35.1% | +28.0% | -4.1% |
| 3Y | -7.1% | +156.8% | -164.0% | -17.5% |
| All | -7.1% | +149.6% | -156.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 3y: compounded portfolio wealth divided by compounded BITO 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…
3y analysis · Full analysis span regression · 6 months rolling