-7.4%
BITO vs CASY
+309.0%
-316.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.4% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +22.6% | -11.3% | +33.9% | +26.1% |
| 3M | +24.7% | -0.6% | +25.3% | +22.9% |
| 6M | +7.5% | +10.7% | -3.3% | +2.2% |
| YTD | -10.8% | +37.1% | -47.9% | -20.9% |
| 1Y | -29.9% | +52.3% | -82.2% | -40.4% |
| 3Y | +158.9% | +215.2% | -56.3% | +60.7% |
| All | -7.4% | +309.0% | -316.3% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling