-10.6%
BITO vs CFG
+78.4%
-89.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | +21.4% | -4.6% | +26.1% | +23.6% |
| 3M | +20.5% | +6.7% | +13.8% | +16.7% |
| 6M | +7.4% | +22.1% | -14.7% | -2.3% |
| YTD | -13.9% | +23.2% | -37.1% | -22.0% |
| 1Y | -35.1% | +40.3% | -75.3% | -44.5% |
| 3Y | +156.8% | +187.9% | -31.1% | +61.0% |
| All | -10.6% | +78.4% | -89.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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