+8.9%
CAT vs BITO
-25.7%
+34.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.9% | -8.1% | -5.9% |
| 7D | -17.1% | -1.9% | -15.2% | -16.7% |
| 30D | -30.1% | -6.7% | -23.4% | -28.9% |
| 3M | -32.4% | +23.1% | -55.4% | -35.8% |
| 6M | -32.1% | -2.0% | -30.1% | -31.2% |
| YTD | +4.1% | -11.4% | +15.5% | +5.0% |
| 1Y | +8.9% | -23.4% | +32.3% | +14.0% |
| All | +8.9% | -25.7% | +34.6% | +14.0% |
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