-7.4%
BITO vs CF
+144.5%
-151.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.8% | -2.1% |
| 7D | +2.9% | +6.0% | -3.1% | +2.3% |
| 30D | +22.6% | +14.8% | +7.7% | +20.9% |
| 3M | +24.7% | +14.1% | +10.6% | +22.9% |
| 6M | +7.5% | +28.5% | -21.1% | +2.9% |
| YTD | -10.8% | +74.9% | -85.7% | -18.3% |
| 1Y | -29.9% | +61.7% | -91.6% | -35.2% |
| 3Y | +158.9% | +80.3% | +78.6% | +131.7% |
| All | -7.4% | +144.5% | -151.9% | -30.4% |
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