-9.1%
BITO vs CF
+146.3%
-155.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | +1.5% | -0.9% | +2.5% | +1.6% |
| 30D | +20.0% | +18.1% | +2.0% | +18.1% |
| 3M | +22.8% | +23.4% | -0.6% | +20.0% |
| 6M | +13.1% | +17.1% | -4.0% | +9.9% |
| YTD | -12.5% | +76.2% | -88.7% | -19.9% |
| 1Y | -32.6% | +62.3% | -94.8% | -37.6% |
| 3Y | +151.0% | +71.8% | +79.2% | +126.2% |
| All | -9.1% | +146.3% | -155.4% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling