-16.2%
BITO vs CFG
+61.7%
-77.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | -9.2% | +3.2% | -12.4% | -10.4% |
| 30D | -15.9% | +5.1% | -21.1% | -17.6% |
| 3M | +7.3% | -11.2% | +18.6% | +12.5% |
| 6M | -15.2% | +9.6% | -24.8% | -19.1% |
| YTD | -23.8% | +15.0% | -38.7% | -29.0% |
| 1Y | -32.2% | +29.9% | -62.0% | -40.2% |
| 3Y | +55.1% | +192.1% | -137.0% | -2.8% |
| All | -16.2% | +61.7% | -77.9% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling