-29.9%
BITO vs CART
+14.4%
-44.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | +2.9% | +1.0% | +1.8% | +2.8% |
| 30D | +22.6% | +12.6% | +10.0% | +20.9% |
| 3M | +24.7% | +23.1% | +1.5% | +21.4% |
| 6M | +7.5% | +39.5% | -32.1% | +2.6% |
| YTD | -10.8% | +13.5% | -24.3% | -15.8% |
| 1Y | -29.9% | +14.9% | -44.8% | -34.2% |
| All | -29.9% | +14.4% | -44.3% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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