-23.4%
BITO vs CARR
-1.4%
-21.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | -1.9% | -0.7% | -1.3% | -1.9% |
| 30D | -6.7% | +0.3% | -7.0% | -6.8% |
| 3M | +23.1% | -14.9% | +38.0% | +24.6% |
| 6M | -2.0% | -14.9% | +12.8% | -1.2% |
| YTD | -11.4% | +7.0% | -18.4% | -15.5% |
| 1Y | -23.4% | -1.8% | -21.6% | -25.7% |
| All | -23.4% | -1.4% | -21.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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