-20.9%
BITO vs CF
+129.4%
-150.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -9.2% | +4.8% | -14.0% | -9.5% |
| 30D | -15.9% | +4.7% | -20.6% | -16.3% |
| 3M | +7.3% | +7.4% | -0.1% | +6.4% |
| 6M | -15.2% | +0.6% | -15.8% | -15.6% |
| YTD | -23.8% | +64.1% | -87.9% | -29.9% |
| 1Y | -32.2% | +51.4% | -83.6% | -37.0% |
| 3Y | +55.1% | +67.8% | -12.7% | +39.8% |
| 5Y | -16.7% | +114.1% | -130.8% | -33.3% |
| All | -20.9% | +129.4% | -150.2% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling