+129.1%
BITO vs CART
+38.4%
+90.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -1.5% | +3.0% | -4.4% | -1.9% |
| 30D | -9.5% | +28.6% | -38.1% | -13.3% |
| 3M | +16.2% | +29.1% | -12.9% | +11.0% |
| 6M | -9.0% | +44.7% | -53.7% | -15.0% |
| YTD | -16.2% | +29.2% | -45.4% | -20.7% |
| 1Y | -27.6% | +66.2% | -93.8% | -34.6% |
| 3Y | +78.6% | +112.8% | -34.2% | +52.5% |
| All | +129.1% | +38.4% | +90.7% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling