-29.9%
BITO vs CARR
-3.6%
-26.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -2.6% |
| 7D | +2.9% | +1.6% | +1.3% | +2.6% |
| 30D | +22.6% | -8.7% | +31.3% | +24.0% |
| 3M | +24.7% | -12.6% | +37.2% | +26.3% |
| 6M | +7.5% | -1.5% | +9.0% | +5.2% |
| YTD | -10.8% | +14.3% | -25.1% | -18.0% |
| 1Y | -29.9% | -4.6% | -25.3% | -29.2% |
| All | -29.9% | -3.6% | -26.3% | -29.2% |
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