+329.6%
CAT vs BITO
-8.3%
+338.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | +0.6% | -5.8% | +6.4% | +1.5% |
| 30D | -4.5% | +21.1% | -25.7% | -7.4% |
| 3M | -5.8% | +23.5% | -29.3% | -8.9% |
| 6M | +12.7% | +8.3% | +4.5% | +11.1% |
| YTD | +41.4% | -13.9% | +55.2% | +43.2% |
| 1Y | +92.1% | -34.5% | +126.6% | +101.4% |
| 3Y | +197.5% | +147.0% | +50.5% | +156.7% |
| All | +329.6% | -8.3% | +338.0% | +323.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling