-10.6%
BITO vs CARR
+13.8%
-24.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -3.4% | -3.8% | +0.3% | -2.1% |
| 30D | +21.4% | -8.9% | +30.3% | +25.4% |
| 3M | +20.5% | -17.3% | +37.8% | +28.1% |
| 6M | +7.4% | -1.4% | +8.8% | +5.1% |
| YTD | -13.9% | +10.0% | -23.9% | -20.0% |
| 1Y | -35.1% | -6.4% | -28.7% | -35.5% |
| 3Y | +156.8% | +1.5% | +155.3% | +136.6% |
| All | -10.6% | +13.8% | -24.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling