-10.6%
BITO vs CFG
+76.2%
-86.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -5.8% | -1.7% | -4.1% | -5.1% |
| 30D | +21.1% | -4.6% | +25.7% | +23.3% |
| 3M | +23.5% | +7.9% | +15.6% | +19.0% |
| 6M | +8.3% | +19.9% | -11.6% | -0.7% |
| YTD | -13.9% | +21.7% | -35.6% | -21.6% |
| 1Y | -34.5% | +38.4% | -73.0% | -43.8% |
| 3Y | +147.0% | +187.0% | -40.0% | +55.0% |
| All | -10.6% | +76.2% | -86.8% | -28.1% |
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 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