-9.1%
BITO vs CFG
+77.2%
-86.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.4% |
| 7D | +1.5% | +2.7% | -1.1% | +0.5% |
| 30D | +20.0% | -3.7% | +23.7% | +21.7% |
| 3M | +22.8% | +9.5% | +13.3% | +17.5% |
| 6M | +13.1% | +22.2% | -9.2% | +2.9% |
| YTD | -12.5% | +22.3% | -34.8% | -20.5% |
| 1Y | -32.6% | +39.4% | -72.0% | -42.2% |
| 3Y | +151.0% | +188.5% | -37.4% | +57.2% |
| All | -9.1% | +77.2% | -86.3% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling