+201.6%
CAT vs BITO
+153.0%
+48.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | +2.9% | +1.1% | +1.9% | +2.7% |
| 30D | -2.6% | +21.8% | -24.4% | -5.9% |
| 3M | -10.7% | +25.0% | -35.7% | -14.2% |
| 6M | +16.1% | +11.3% | +4.8% | +13.7% |
| YTD | +43.2% | -12.7% | +55.9% | +44.8% |
| 1Y | +96.8% | -32.3% | +129.1% | +105.9% |
| All | +201.6% | +153.0% | +48.6% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling