+122.5%
BITO vs CART
+39.2%
+83.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -5.6% | +0.3% | -5.9% | -5.6% |
| 30D | -11.0% | +22.4% | -33.4% | -14.1% |
| 3M | +13.6% | +15.6% | -2.0% | +10.6% |
| 6M | -10.1% | +44.9% | -55.0% | -15.9% |
| YTD | -18.6% | +30.0% | -48.6% | -23.1% |
| 1Y | -33.1% | +56.6% | -89.7% | -38.9% |
| 3Y | +63.0% | +131.9% | -69.0% | +38.4% |
| All | +122.5% | +39.2% | +83.3% | +88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling