+95.4%
CAT vs BITO
-30.5%
+126.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.3% |
| 7D | +1.7% | +2.9% | -1.2% | +1.0% |
| 30D | -6.6% | +22.6% | -29.1% | -11.0% |
| 3M | -13.3% | +24.7% | -37.9% | -17.7% |
| 6M | +11.6% | +7.5% | +4.2% | +9.9% |
| YTD | +42.9% | -10.8% | +53.7% | +44.1% |
| 1Y | +95.4% | -29.9% | +125.3% | +105.5% |
| All | +95.4% | -30.5% | +126.0% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 1y: compounded portfolio wealth divided by compounded BITO 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…
1y analysis · Full analysis span regression · 6 months rolling