+160.3%
BITO vs CFG
+182.2%
-21.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.1% | -0.6% | +1.6% | +1.3% |
| 30D | +21.8% | -4.5% | +26.3% | +23.8% |
| 3M | +25.0% | +6.3% | +18.7% | +21.2% |
| 6M | +11.3% | +20.6% | -9.3% | +1.9% |
| YTD | -12.7% | +21.2% | -33.9% | -20.3% |
| 1Y | -32.3% | +38.2% | -70.5% | -41.7% |
| All | +160.3% | +182.2% | -21.9% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling