-15.4%
BITO vs CF
+124.4%
-139.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.8% |
| 7D | -5.6% | +4.8% | -10.3% | -6.0% |
| 30D | -11.0% | +9.7% | -20.7% | -11.8% |
| 3M | +13.6% | +1.2% | +12.4% | +13.2% |
| 6M | -10.1% | +7.4% | -17.4% | -11.2% |
| YTD | -18.6% | +60.5% | -79.1% | -25.0% |
| 1Y | -33.1% | +50.7% | -83.8% | -37.9% |
| 3Y | +63.0% | +64.8% | -1.8% | +47.1% |
| 5Y | -13.5% | +115.8% | -129.3% | -32.3% |
| All | -15.4% | +124.4% | -139.8% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling