+55.1%
BITO vs CASY
+161.8%
-106.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.7% |
| 7D | -9.2% | +3.6% | -12.8% | -9.6% |
| 30D | -15.9% | +9.1% | -25.0% | -16.9% |
| 3M | +7.3% | -16.5% | +23.8% | +10.0% |
| 6M | -15.2% | -19.7% | +4.5% | -12.5% |
| YTD | -23.8% | +29.3% | -53.0% | -29.4% |
| 1Y | -32.2% | +33.1% | -65.3% | -37.8% |
| 3Y | +55.1% | +158.5% | -103.4% | +15.8% |
| All | +55.1% | +161.8% | -106.7% | +15.8% |
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