+339.0%
CAT vs BITO
-6.8%
+345.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.3% |
| 7D | +5.6% | +1.5% | +4.0% | +5.3% |
| 30D | -2.3% | +20.0% | -22.4% | -5.1% |
| 3M | -10.0% | +22.8% | -32.8% | -12.9% |
| 6M | +21.2% | +13.1% | +8.2% | +18.7% |
| YTD | +44.4% | -12.5% | +56.9% | +45.9% |
| 1Y | +96.3% | -32.6% | +128.9% | +105.0% |
| 3Y | +203.9% | +151.0% | +52.9% | +161.7% |
| All | +339.0% | -6.8% | +345.8% | +331.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling