-23.4%
BITO vs CAI
+12.6%
-35.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.8% |
| 7D | -1.9% | -6.3% | +4.4% | -1.2% |
| 30D | -6.7% | +9.3% | -16.0% | -7.7% |
| 3M | +23.1% | +106.3% | -83.3% | +13.4% |
| 6M | -2.0% | +77.7% | -79.8% | -8.8% |
| YTD | -11.4% | +23.1% | -34.5% | -15.4% |
| 1Y | -23.4% | +6.5% | -29.9% | -25.8% |
| All | -23.4% | +12.6% | -35.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling