-10.6%
BITO vs CAH
+434.9%
-445.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.1% |
| 7D | -5.8% | -5.1% | -0.7% | -5.2% |
| 30D | +21.1% | -1.8% | +22.9% | +21.4% |
| 3M | +23.5% | +9.4% | +14.1% | +21.8% |
| 6M | +8.3% | +9.2% | -1.0% | +6.8% |
| YTD | -13.9% | +15.7% | -29.5% | -16.2% |
| 1Y | -34.5% | +59.7% | -94.3% | -41.0% |
| 3Y | +147.0% | +178.5% | -31.5% | +81.2% |
| All | -10.6% | +434.9% | -445.5% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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