-16.2%
BITO vs CASY
+266.7%
-282.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | -9.2% | +3.6% | -12.8% | -9.9% |
| 30D | -15.9% | +9.1% | -25.0% | -17.7% |
| 3M | +7.3% | -16.5% | +23.8% | +11.6% |
| 6M | -15.2% | -19.7% | +4.5% | -11.4% |
| YTD | -23.8% | +29.3% | -53.0% | -31.9% |
| 1Y | -32.2% | +33.1% | -65.3% | -40.2% |
| 3Y | +55.1% | +158.5% | -103.4% | +2.8% |
| All | -16.2% | +266.7% | -282.9% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling