+213.9%
CAT vs BITO
-18.0%
+232.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | -0.3% |
| 7D | +7.4% | -9.2% | +16.7% | +9.0% |
| 30D | -19.7% | -15.9% | -3.7% | -17.6% |
| 3M | -29.6% | +7.3% | -36.9% | -30.4% |
| 6M | -33.2% | -15.2% | -18.0% | -31.8% |
| YTD | +5.7% | -23.8% | +29.4% | +8.9% |
| 1Y | +9.3% | -32.2% | +41.5% | +14.4% |
| 3Y | +158.3% | +55.1% | +103.2% | +138.8% |
| All | +213.9% | -18.0% | +232.0% | +189.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling