-10.6%
BITO vs CASY
+239.5%
-250.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -5.8% | -17.2% | +11.4% | -1.8% |
| 30D | +21.1% | -24.4% | +45.5% | +28.9% |
| 3M | +23.5% | -31.4% | +54.9% | +34.4% |
| 6M | +8.3% | -8.9% | +17.2% | +7.6% |
| YTD | -13.9% | +13.8% | -27.7% | -20.4% |
| 1Y | -34.5% | +17.0% | -51.5% | -40.4% |
| 3Y | +147.0% | +163.1% | -16.1% | +59.3% |
| All | -10.6% | +239.5% | -250.0% | -51.5% |
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