+156.8%
BITO vs CASY
+163.1%
-6.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -5.8% | -17.2% | +11.4% | -3.2% |
| 30D | +21.1% | -24.4% | +45.5% | +26.2% |
| 3M | +23.5% | -31.4% | +54.9% | +30.7% |
| 6M | +8.3% | -8.9% | +17.2% | +7.4% |
| YTD | -13.9% | +13.8% | -27.7% | -19.1% |
| 1Y | -34.5% | +17.0% | -51.5% | -39.2% |
| All | +156.8% | +163.1% | -6.3% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling