+156.8%
BITO vs COF
+116.3%
+40.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -3.4% | -5.1% | +1.7% | -1.1% |
| 30D | +21.4% | -6.0% | +27.4% | +24.6% |
| 3M | +20.5% | +14.8% | +5.7% | +12.4% |
| 6M | +7.4% | +15.3% | -8.0% | -0.3% |
| YTD | -13.9% | -13.0% | -0.8% | -9.5% |
| 1Y | -35.1% | -5.7% | -29.4% | -34.4% |
| 3Y | +156.8% | +118.1% | +38.7% | +107.7% |
| All | +156.8% | +116.3% | +40.5% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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